Edit Profile (opens in new tab) Mikulevicius, Remigijus Co-Author Distance Author ID: mikulevicius.remigijus Published as: Mikulevicius, R.; Mikulyavichyus, R.; Mikulevičius, R.; Mikulevičius, Remigijus; Mikulyavichyus, R. A.; Mikulevicius, Remigijus; Mikuljavicjus, R.; Mikulyavichus, R.; Mikulevicius, Remigius; Mikulavichyus, R.; Mikulevichyus, R.; Mikulyavichys, R. more...less Homepage: https://dornsife.usc.edu/cf/faculty-and-staff/faculty.cfm?pid=1003536 External Links: MGP · Wikidata · Math-Net.Ru · dblp Documents Indexed: 121 Publications since 1977, including 4 Additional arXiv Preprints Reviewing Activity: 68 Reviews Co-Authors: 21 Co-Authors with 97 Joint Publications 849 Co-Co-Authors all top 5 Co-Authors 24 single-authored 27 Pragarauskas, Henrikas 26 Grigelionis, Bronius I. 19 Rozovskii, Boris L. 7 Kubilius, Kȩstutis 5 Zhang, Changyong 4 Phonsom, C. 4 Xu, Fanhui 3 Leahy, James-Michael 3 Lototsky, Sergey V. 2 Platen, Eckhard 2 Valiukevicius, G. 1 Jacod, Jean 1 Karniadakis, George Em 1 Leipus, Remigijus 1 Mackevičius, Vigirdas 1 Paulauskas, Vygantas Ionovič 1 Shiryaev, Al’bert Nikolaevich 1 Sonnadara, N. 1 Surgailis, Donatas 1 Venturi, Daniele 1 Wan, Xiaoliang all top 5 Serials 28 Lithuanian Mathematical Journal 15 Litovskiĭ Matematicheskiĭ Sbornik 7 Stochastic and Partial Differential Equations. Analysis and Computations 5 SIAM Journal on Mathematical Analysis 5 Stochastic Processes and their Applications 4 Potential Analysis 3 Theory of Probability and its Applications 3 Electronic Journal of Probability 2 Russian Mathematical Surveys 2 Uspekhi Matematicheskikh Nauk [N. S.] 2 The Annals of Probability 2 Mathematische Nachrichten 2 Acta Applicandae Mathematicae 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Annales Academiae Scientiarum Fennicae. Series A I. Mathematica 1 Applied Mathematics and Optimization 1 Journal of Differential Equations 1 SIAM Journal on Control and Optimization 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Electronic Communications in Probability 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Stochastics all top 5 Fields 113 Probability theory and stochastic processes (60-XX) 26 Partial differential equations (35-XX) 12 Integral equations (45-XX) 10 Systems theory; control (93-XX) 6 Fluid mechanics (76-XX) 3 Statistics (62-XX) 3 Numerical analysis (65-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 History and biography (01-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 85 Publications have been cited 971 times in 627 Documents Cited by ▼ Year ▼ Stochastic Navier-Stokes equations for turbulent flows. Zbl 1062.60061 Mikulevicius, R.; Rozovskii, B. L. 132 2004 Global \(L_2\)-solutions of stochastic Navier-Stokes equations. Zbl 1098.60062 Mikulevicius, R.; Rozovskii, B. L. 123 2005 On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces. Zbl 0795.45007 Mikulevičius, R.; Pragarauskas, H. 52 1992 On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem. Zbl 1296.45009 Mikulevicius, R.; Pragarauskas, H. 48 2014 Martingale problems for stochastic PDE’s. Zbl 0938.60047 Mikulevičius, R.; Rozovskiǐ, B. L. 40 1999 Nonlinear filtering revisited: A spectral approach. Zbl 0873.60030 Lototsky, Sergey; Mikulevicius, Remigijus; Rozovskii, Boris L. 34 1997 Rate of convergence of the Euler approximation for diffusion processes. Zbl 0733.65104 Mikulevicius, Remigius; Platen, Eckhard 30 1991 Time discrete Taylor approximations for the Itô processes with jump component. Zbl 0661.60071 Mikulevičius, Remigijus; Platen, Eckhard 25 1988 On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem. Zbl 1296.45008 Mikulevičius, R.; Pragarauskas, H. 22 2014 On the martingale problem associated with nondegenerate Lévy operators. Zbl 0797.60039 Mikulevičius, R.; Pragarauskas, H. 21 1992 On the Cauchy problem for parabolic SPDEs in Hölder classes. Zbl 1044.60050 Mikulevicius, R. 21 2000 A note on Krylov’s \(L_p\)-theory for systems of SPDEs. Zbl 0974.60043 Mikulevicius, R.; Rozovskii, B. 21 2001 Linear parabolic stochastic PDE and Wiener chaos. Zbl 0911.60045 Mikulevicius, R.; Rozovskii, B. 19 1998 On stochastic Euler equation in \(\mathbb R^d\). Zbl 0953.60052 Mikulevicius, R.; Valiukevicius, G. 18 2000 On unbiased stochastic Navier-Stokes equations. Zbl 1277.60109 Mikulevicius, R.; Rozovskii, B. L. 17 2012 On \(L_{p}\)-estimates of some singular integrals related to jump processes. Zbl 1255.42020 Mikulevicius, R.; Pragarauskas, H. 16 2012 On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes. Zbl 1498.60230 Mikulevičius, R.; Xu, Fanhui 16 2018 Normalized stochastic integrals in topological vector spaces. Zbl 0910.60041 Mikulevicius, R.; Rozovskii, B. L. 14 1998 On Hölder solutions of the integro-differential Zakai equation. Zbl 1181.60099 Mikulevicius, R.; Pragarauskas, H. 13 2009 On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023 Mikulevičius, R.; Phonsom, C. 13 2017 On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness. Zbl 1419.35195 Mikulevičius, R.; Phonsom, C. 13 2019 Stochastic evolution equations and densities of the conditional distributions. Zbl 0513.60058 Grigelionis, B.; Mikulyavichyus, R. 12 1983 On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes. Zbl 1221.60101 Mikulevičius, Remigijus; Zhang, Changyong 12 2011 Nonlinear filtering equations for stochastic processes with jumps. Zbl 1223.93111 Grigelionis, B.; Mikulevicius, R. 11 2011 On classical solutions of boundary value problems for certain nonlinear integro-differential equations. Zbl 0835.45005 Mikulevičius, R.; Pragarauskas, H. 10 1994 Stochastic Navier-Stokes equations. Propagation of chaos and statistical moments. Zbl 1054.60512 Mikulevicius, R.; Rozovskii, B. 10 2001 On strong \(H_{2}^{1}\)-solutions of stochastic Navier-Stokes equation in a bounded domain. Zbl 1203.60089 Mikulevicius, R. 10 2009 On the Cauchy problem for stochastic Stokes equations. Zbl 1015.60054 Mikulevicius, R. 9 2002 Wick-Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations. Zbl 1371.60108 Venturi, D.; Wan, X.; Mikulevicius, R.; Rozovskii, B. L.; Karniadakis, G. E. 9 2013 Properties of solutions of stochastic differential equations. Zbl 0569.60056 Mikulyavichyus, R. 8 1983 On equations of stochastic fluid mechanics. Zbl 1003.76017 Mikulevicius, R.; Rozovskii, B. 8 2000 On degenerate linear stochastic evolution equations driven by jump processes. Zbl 1330.60081 Leahy, James-Michael; Mikulevičius, Remigijus 8 2015 On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs. Zbl 1247.60102 Mikulevicius, R. 7 2012 Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation. Zbl 0885.60045 Mikulevičius, R.; Pragarauskas, H. 7 1996 On Hölder continuity of solutions of certain integro-differential equations. Zbl 0674.60060 Mikulevičius, R.; Pragarauskas, H. 6 1988 On \(L_p\)-theory for stochastic parabolic integro-differential equations. Zbl 1395.60075 Mikulevicius, R.; Pragarauskas, H. 6 2013 Fourier-Hermite expansions for nonlinear filtering. Zbl 0968.60037 Mikulevicius, R.; Rozovskii, B. L. 6 1999 On stably weak convergence of semimartingales and point processes. Zbl 0513.60049 Grigelionis, B.; Mikulyavichus, R. 6 1983 On functional limit theorems in probabilistic number theory. Zbl 0565.10051 Grigelionis, B.; Mikulyavichyus, R. 5 1984 On the existence of viscosity solutions to boundary value problems for integrodifferential Bellman equation. Zbl 0959.60059 Mikulevičius, R.; Pragarauskas, H. 5 1996 On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces. Zbl 1075.60543 Mikulevicius, R.; Pragarauskas, H. 5 2003 On the weak convergence of random point processes. Zbl 0491.60033 Grigelionis, B.; Mikulyavichyus, R. 5 1981 Uniqueness and absolute continuity of weak solutions for parabolic SPDE’s. Zbl 0810.60054 Mikulevičius, R.; Rozovskii, B. L. 4 1994 On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs. Zbl 1138.60047 Mikulevicius, R.; Pragarauskas, H. 4 2006 Weak Euler approximation for Itô diffusion and jump processes. Zbl 1317.60100 Mikulevičius, Remigijus; Zhang, Changyong 4 2015 A martingale approach to functional limit theorems. Zbl 0511.60019 Grigelionis, B. I.; Kubilyus, K.; Mikulyavichyus, R. A. 4 1982 On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces. Zbl 1122.60058 Mikulevicius, R.; Pragarauskas, H.; Sonnadara, N. 4 2007 On martingale problem solutions for stochastic Navier-Stokes equation. Zbl 1009.76018 Mikulevicius, R.; Rozovskii, B. 4 2002 On uniqueness of solutions of the martingale problem. Zbl 0411.60062 Mikulyavichyus, R. 4 1978 On some properties of space inverses of stochastic flows. Zbl 1337.60124 Leahy, James-Michael; Mikulevičius, Remigijus 4 2015 On classical solutions of linear stochastic integro-differential equations. Zbl 1515.35301 Leahy, James-Michael; Mikulevičius, Remigijus 4 2016 On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082 Mikulevicius, R.; Rozovskii, B. L. 4 2016 Functional limit theorems for queueing systems in heavy traffic. I. Zbl 0637.60100 Grigelionis, B.; Mikulyavichyus, R. 3 1987 On classical solutions of certain nonlinear integro-differential equations. Zbl 0826.35052 Mikulevičius, R.; Pragarauskas, H. 3 1993 Model problem for integro-differential Zakai equation with discontinuous observation processes. Zbl 1229.93154 Mikulevicius, R.; Pragarauskas, H. 3 2011 On weak convergence of semimartingales and point processes. Zbl 0487.60041 Grigelionis, B.; Mikulevicius, R. 3 1981 On the uniqueness of solution to a martingale problem associated with a degenerate Lévy’s operator. Zbl 0831.60067 Mikulevičius, R.; Pragarauskas, H. 3 1993 On stably weak convergence of semi-martingales and of point processes. Zbl 0533.60054 Grigelionis, B.; Mikulyavichus, R. 3 1984 On Cauchy-Dirichlet problem for linear integro-differential equation in weighted Sobolev spaces. Zbl 1130.45008 Mikulevicius, Remigijus; Pragarauskas, Henrikas 3 2007 On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces. Zbl 1110.60079 Mikulevicius, R.; Pragarauskas, H. 3 2005 Functional limit theorems for queueing systems in heavy traffic. II. Zbl 0668.60035 Grigelionis, B.; Mikulyavichyus, R. 2 1987 Weak convergence of measures. Zbl 0573.60006 Mikulyavichyus, R. 2 1985 On stochastic Euler equations. Zbl 0924.60047 Mikulevičius, R.; Valiukevičius, G. 2 1998 On the martingale problem associated with integro-differential operators. Zbl 0733.60066 Mikulevičius, R.; Pragarauskas, H. 2 1990 On the uniqueness of a solution to the Bellman equation in Sobolev’s classes. Zbl 0738.60059 Mikulevičius, R.; Pragarauskas, H. 2 1991 On stochastic processes with penetrable boundaries. Zbl 0448.60037 Grigelionis, B.; Mikulyavichyus, R. 2 1980 On the Green measures of Ito processes. Zbl 0636.60041 Mikulyavichyus, R.; Pragarauskas, G. 2 1987 Weak Euler scheme for Lévy-driven stochastic differential equations. Zbl 1414.60045 Mikulevičius, R.; Zhang, Ch. 2 2018 Weak convergence of semimartingales. Zbl 0498.60005 Grigelionis, B.; Mikulavichyus, R. 2 1981 Invariance principles in mathematical statistics. Zbl 0599.62056 Grigelionis, B.; Mikulyavichyus, R. 1 1984 On the topology in the Skorokhod space and the existence of solutions of a martingale problem. Zbl 0581.60037 Mikulyavichyus, R. 1 1985 Green measures of Ito processes. Zbl 0656.60053 Mikulyavichyus, R.; Pragarauskas, G. 1 1987 Necessary and sufficient conditions for convergence of semimartingales and point processes. II. Zbl 0569.60002 Kubilyus, K.; Mikulyavichyus, R. 1 1984 On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces. Zbl 1447.35341 Mikulevičius, R.; Xu, Fanhui 1 2020 On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure. Zbl 1473.45021 Mikulevicius, R.; Phonsom, C. 1 2021 On the existence of solutions of the martingale problem in a manifold with boundary. Zbl 0445.60062 Mikulyavichyus, R. 1 1980 On statistical problems of stochastic processes with penetrable boundaries. Zbl 0446.62099 Grigelionis, B.; Mikulevicius, R. 1 1980 Soft solutions of linear parabolic SPDE’s and the Wiener chaos expansion. Zbl 0815.60052 Mikulevicius, R.; Rozovskii, B. L. 1 1994 On weak convergence to random processes with boundary conditions. Zbl 0511.60033 Grigelionis, B.; Mikulyavichyus, R. 1 1982 On necessary and sufficient conditions for the convergence of semimartingales. Zbl 0518.60043 Kubilius, K.; Mikulevičius, R. 1 1983 Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales. Zbl 0721.60034 Kubilius, K.; Mikulevičius, R. 1 1990 On the uniqueness of solutions of the martingale problem. Zbl 0387.60068 Mikulevicius, R. 1 1978 The existence of solutions of a martingale problem. Zbl 0405.60050 Mikuljavicjus, R. 1 1978 On the existence and uniqueness of the solutions of the martingale problem on a manifold with boundary. Zbl 0437.60046 Mikulyavichyus, R. 1 1980 Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing. Zbl 1516.35308 Lototsky, S. V.; Mikulevicius, R.; Rozovsky, B. L. 1 2023 Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing. Zbl 1516.35308 Lototsky, S. V.; Mikulevicius, R.; Rozovsky, B. L. 1 2023 On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure. Zbl 1473.45021 Mikulevicius, R.; Phonsom, C. 1 2021 On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces. Zbl 1447.35341 Mikulevičius, R.; Xu, Fanhui 1 2020 On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness. Zbl 1419.35195 Mikulevičius, R.; Phonsom, C. 13 2019 On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes. Zbl 1498.60230 Mikulevičius, R.; Xu, Fanhui 16 2018 Weak Euler scheme for Lévy-driven stochastic differential equations. Zbl 1414.60045 Mikulevičius, R.; Zhang, Ch. 2 2018 On \(L^p\)-theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space. Zbl 1390.45023 Mikulevičius, R.; Phonsom, C. 13 2017 On classical solutions of linear stochastic integro-differential equations. Zbl 1515.35301 Leahy, James-Michael; Mikulevičius, Remigijus 4 2016 On distribution free Skorokhod-Malliavin calculus. Zbl 1342.60082 Mikulevicius, R.; Rozovskii, B. L. 4 2016 On degenerate linear stochastic evolution equations driven by jump processes. Zbl 1330.60081 Leahy, James-Michael; Mikulevičius, Remigijus 8 2015 Weak Euler approximation for Itô diffusion and jump processes. Zbl 1317.60100 Mikulevičius, Remigijus; Zhang, Changyong 4 2015 On some properties of space inverses of stochastic flows. Zbl 1337.60124 Leahy, James-Michael; Mikulevičius, Remigijus 4 2015 On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem. Zbl 1296.45009 Mikulevicius, R.; Pragarauskas, H. 48 2014 On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem. Zbl 1296.45008 Mikulevičius, R.; Pragarauskas, H. 22 2014 Wick-Malliavin approximation to nonlinear stochastic partial differential equations: analysis and simulations. Zbl 1371.60108 Venturi, D.; Wan, X.; Mikulevicius, R.; Rozovskii, B. L.; Karniadakis, G. E. 9 2013 On \(L_p\)-theory for stochastic parabolic integro-differential equations. Zbl 1395.60075 Mikulevicius, R.; Pragarauskas, H. 6 2013 On unbiased stochastic Navier-Stokes equations. Zbl 1277.60109 Mikulevicius, R.; Rozovskii, B. L. 17 2012 On \(L_{p}\)-estimates of some singular integrals related to jump processes. Zbl 1255.42020 Mikulevicius, R.; Pragarauskas, H. 16 2012 On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs. Zbl 1247.60102 Mikulevicius, R. 7 2012 On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes. Zbl 1221.60101 Mikulevičius, Remigijus; Zhang, Changyong 12 2011 Nonlinear filtering equations for stochastic processes with jumps. Zbl 1223.93111 Grigelionis, B.; Mikulevicius, R. 11 2011 Model problem for integro-differential Zakai equation with discontinuous observation processes. Zbl 1229.93154 Mikulevicius, R.; Pragarauskas, H. 3 2011 On Hölder solutions of the integro-differential Zakai equation. Zbl 1181.60099 Mikulevicius, R.; Pragarauskas, H. 13 2009 On strong \(H_{2}^{1}\)-solutions of stochastic Navier-Stokes equation in a bounded domain. Zbl 1203.60089 Mikulevicius, R. 10 2009 On the Cauchy-Dirichlet problem in the half space for parabolic sPDEs in weighted Hölder spaces. Zbl 1122.60058 Mikulevicius, R.; Pragarauskas, H.; Sonnadara, N. 4 2007 On Cauchy-Dirichlet problem for linear integro-differential equation in weighted Sobolev spaces. Zbl 1130.45008 Mikulevicius, Remigijus; Pragarauskas, Henrikas 3 2007 On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs. Zbl 1138.60047 Mikulevicius, R.; Pragarauskas, H. 4 2006 Global \(L_2\)-solutions of stochastic Navier-Stokes equations. Zbl 1098.60062 Mikulevicius, R.; Rozovskii, B. L. 123 2005 On Cauchy-Dirichlet problem in half-space for linear integro-differential equations in weighted Hölder spaces. Zbl 1110.60079 Mikulevicius, R.; Pragarauskas, H. 3 2005 Stochastic Navier-Stokes equations for turbulent flows. Zbl 1062.60061 Mikulevicius, R.; Rozovskii, B. L. 132 2004 On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces. Zbl 1075.60543 Mikulevicius, R.; Pragarauskas, H. 5 2003 On the Cauchy problem for stochastic Stokes equations. Zbl 1015.60054 Mikulevicius, R. 9 2002 On martingale problem solutions for stochastic Navier-Stokes equation. Zbl 1009.76018 Mikulevicius, R.; Rozovskii, B. 4 2002 A note on Krylov’s \(L_p\)-theory for systems of SPDEs. Zbl 0974.60043 Mikulevicius, R.; Rozovskii, B. 21 2001 Stochastic Navier-Stokes equations. Propagation of chaos and statistical moments. Zbl 1054.60512 Mikulevicius, R.; Rozovskii, B. 10 2001 On the Cauchy problem for parabolic SPDEs in Hölder classes. Zbl 1044.60050 Mikulevicius, R. 21 2000 On stochastic Euler equation in \(\mathbb R^d\). Zbl 0953.60052 Mikulevicius, R.; Valiukevicius, G. 18 2000 On equations of stochastic fluid mechanics. Zbl 1003.76017 Mikulevicius, R.; Rozovskii, B. 8 2000 Martingale problems for stochastic PDE’s. Zbl 0938.60047 Mikulevičius, R.; Rozovskiǐ, B. L. 40 1999 Fourier-Hermite expansions for nonlinear filtering. Zbl 0968.60037 Mikulevicius, R.; Rozovskii, B. L. 6 1999 Linear parabolic stochastic PDE and Wiener chaos. Zbl 0911.60045 Mikulevicius, R.; Rozovskii, B. 19 1998 Normalized stochastic integrals in topological vector spaces. Zbl 0910.60041 Mikulevicius, R.; Rozovskii, B. L. 14 1998 On stochastic Euler equations. Zbl 0924.60047 Mikulevičius, R.; Valiukevičius, G. 2 1998 Nonlinear filtering revisited: A spectral approach. Zbl 0873.60030 Lototsky, Sergey; Mikulevicius, Remigijus; Rozovskii, Boris L. 34 1997 Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation. Zbl 0885.60045 Mikulevičius, R.; Pragarauskas, H. 7 1996 On the existence of viscosity solutions to boundary value problems for integrodifferential Bellman equation. Zbl 0959.60059 Mikulevičius, R.; Pragarauskas, H. 5 1996 On classical solutions of boundary value problems for certain nonlinear integro-differential equations. Zbl 0835.45005 Mikulevičius, R.; Pragarauskas, H. 10 1994 Uniqueness and absolute continuity of weak solutions for parabolic SPDE’s. Zbl 0810.60054 Mikulevičius, R.; Rozovskii, B. L. 4 1994 Soft solutions of linear parabolic SPDE’s and the Wiener chaos expansion. Zbl 0815.60052 Mikulevicius, R.; Rozovskii, B. L. 1 1994 On classical solutions of certain nonlinear integro-differential equations. Zbl 0826.35052 Mikulevičius, R.; Pragarauskas, H. 3 1993 On the uniqueness of solution to a martingale problem associated with a degenerate Lévy’s operator. Zbl 0831.60067 Mikulevičius, R.; Pragarauskas, H. 3 1993 On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces. Zbl 0795.45007 Mikulevičius, R.; Pragarauskas, H. 52 1992 On the martingale problem associated with nondegenerate Lévy operators. Zbl 0797.60039 Mikulevičius, R.; Pragarauskas, H. 21 1992 Rate of convergence of the Euler approximation for diffusion processes. Zbl 0733.65104 Mikulevicius, Remigius; Platen, Eckhard 30 1991 On the uniqueness of a solution to the Bellman equation in Sobolev’s classes. Zbl 0738.60059 Mikulevičius, R.; Pragarauskas, H. 2 1991 On the martingale problem associated with integro-differential operators. Zbl 0733.60066 Mikulevičius, R.; Pragarauskas, H. 2 1990 Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales. Zbl 0721.60034 Kubilius, K.; Mikulevičius, R. 1 1990 Time discrete Taylor approximations for the Itô processes with jump component. Zbl 0661.60071 Mikulevičius, Remigijus; Platen, Eckhard 25 1988 On Hölder continuity of solutions of certain integro-differential equations. Zbl 0674.60060 Mikulevičius, R.; Pragarauskas, H. 6 1988 Functional limit theorems for queueing systems in heavy traffic. I. Zbl 0637.60100 Grigelionis, B.; Mikulyavichyus, R. 3 1987 Functional limit theorems for queueing systems in heavy traffic. II. Zbl 0668.60035 Grigelionis, B.; Mikulyavichyus, R. 2 1987 On the Green measures of Ito processes. Zbl 0636.60041 Mikulyavichyus, R.; Pragarauskas, G. 2 1987 Green measures of Ito processes. Zbl 0656.60053 Mikulyavichyus, R.; Pragarauskas, G. 1 1987 Weak convergence of measures. Zbl 0573.60006 Mikulyavichyus, R. 2 1985 On the topology in the Skorokhod space and the existence of solutions of a martingale problem. Zbl 0581.60037 Mikulyavichyus, R. 1 1985 On functional limit theorems in probabilistic number theory. Zbl 0565.10051 Grigelionis, B.; Mikulyavichyus, R. 5 1984 On stably weak convergence of semi-martingales and of point processes. Zbl 0533.60054 Grigelionis, B.; Mikulyavichus, R. 3 1984 Invariance principles in mathematical statistics. Zbl 0599.62056 Grigelionis, B.; Mikulyavichyus, R. 1 1984 Necessary and sufficient conditions for convergence of semimartingales and point processes. II. Zbl 0569.60002 Kubilyus, K.; Mikulyavichyus, R. 1 1984 Stochastic evolution equations and densities of the conditional distributions. Zbl 0513.60058 Grigelionis, B.; Mikulyavichyus, R. 12 1983 Properties of solutions of stochastic differential equations. Zbl 0569.60056 Mikulyavichyus, R. 8 1983 On stably weak convergence of semimartingales and point processes. Zbl 0513.60049 Grigelionis, B.; Mikulyavichus, R. 6 1983 On necessary and sufficient conditions for the convergence of semimartingales. Zbl 0518.60043 Kubilius, K.; Mikulevičius, R. 1 1983 A martingale approach to functional limit theorems. Zbl 0511.60019 Grigelionis, B. I.; Kubilyus, K.; Mikulyavichyus, R. A. 4 1982 On weak convergence to random processes with boundary conditions. Zbl 0511.60033 Grigelionis, B.; Mikulyavichyus, R. 1 1982 On the weak convergence of random point processes. Zbl 0491.60033 Grigelionis, B.; Mikulyavichyus, R. 5 1981 On weak convergence of semimartingales and point processes. Zbl 0487.60041 Grigelionis, B.; Mikulevicius, R. 3 1981 Weak convergence of semimartingales. Zbl 0498.60005 Grigelionis, B.; Mikulavichyus, R. 2 1981 On stochastic processes with penetrable boundaries. Zbl 0448.60037 Grigelionis, B.; Mikulyavichyus, R. 2 1980 On the existence of solutions of the martingale problem in a manifold with boundary. Zbl 0445.60062 Mikulyavichyus, R. 1 1980 On statistical problems of stochastic processes with penetrable boundaries. Zbl 0446.62099 Grigelionis, B.; Mikulevicius, R. 1 1980 On the existence and uniqueness of the solutions of the martingale problem on a manifold with boundary. Zbl 0437.60046 Mikulyavichyus, R. 1 1980 On uniqueness of solutions of the martingale problem. Zbl 0411.60062 Mikulyavichyus, R. 4 1978 On the uniqueness of solutions of the martingale problem. Zbl 0387.60068 Mikulevicius, R. 1 1978 The existence of solutions of a martingale problem. Zbl 0405.60050 Mikuljavicjus, R. 1 1978 all cited Publications top 5 cited Publications all top 5 Cited by 688 Authors 40 Mikulevicius, Remigijus 19 Kim, KyeongHun 16 Röckner, Michael 15 Kim, Ildoo 15 Zhang, Xicheng 13 Pragarauskas, Henrikas 13 Rozovskii, Boris L. 12 Flandoli, Franco 11 Holm, Darryl Dallas 11 Razafimandimby, Paul André 10 Menozzi, Stéphane 9 Brzeźniak, Zdzisław 9 Leahy, James-Michael 9 Sango, Mamadou 8 Breit, Dominic 8 Deugoue, Gabriel 8 Zhu, RongChan 8 Zhu, Xiang-Chan 7 Crisan, Dan O. 7 Dong, Hongjie 7 Hofmanová, Martina 7 Luo, Dejun 7 Mémin, Etienne 6 Chen, Zhen-Qing 6 Dareiotis, Konstantinos Anastasios 6 Du, Kai 6 Glatt-Holtz, Nathan E. 6 Grigelionis, Bronius I. 6 Levajković, Tijana 6 Platen, Eckhard 6 Taguchi, Dai 6 Veraar, Mark C. 5 Agresti, Antonio 5 Debussche, Arnaud 5 Dong, Zhao 5 Gerencsér, Máté 5 Kim, Panki 5 Lototsky, Sergey V. 5 Manna, Utpal 5 Nilssen, Torstein K. 5 Park, Daehan 5 Schilling, René Leander 5 Seleši, Dora 5 Tang, Shanjian 5 Xiong, Jie 5 Zhang, Tusheng S. 4 Chaudru De Raynal, Paul-Eric 4 Choi, Jae-Hwan 4 Colaneri, Katia 4 Dhariwal, Gaurav 4 Du, Lihuai 4 Feireisl, Eduard 4 Gyöngy, István 4 Hausenblas, Erika 4 Imbert, Cyril 4 Jin, Tianling 4 Knopova, Victoria Pavlovna 4 Kubilius, Kȩstutis 4 Mohan, Manil Thankamani 4 Mukherjee, Debopriya 4 Peng, Xuhui 4 Priola, Enrico 4 Resseguier, Valentin 4 Ryu, Junhee 4 Song, Renming 4 Tachim Medjo, Theodore 4 Temam, Roger Meyer 4 Venturi, Daniele 4 Xie, Longjie 4 Xu, Fanhui 4 Zhai, Jianliang 4 Zhang, Changyong 4 Zhang, Ting 3 Albeverio, Sergio A. 3 Bachouch, Achref 3 Ceci, Claudia 3 Da Prato, Giuseppe 3 Duan, Jinqiao 3 Ferrario, Benedetta 3 Gunzburger, Max D. 3 Jacod, Jean 3 Karniadakis, George Em 3 Kim, Hongjoong 3 Kloeden, Peter Eris 3 Kühn, Franziska 3 Kukavica, Igor 3 Kulik, Alexey M. 3 Lanconelli, Alberto 3 Lejay, Antoine 3 Lim, Sungbin 3 Liu, Jiakun 3 Liu, Mingzhu 3 Matoussi, Anis 3 Mena, Hermann 3 Mensah, Prince Romeo 3 Minkevičius, Saulius 3 Mou, Chenchen 3 Munteanu, Ionut 3 Ngo, Hoang-Long 3 Pascucci, Andrea ...and 588 more Authors all top 5 Cited in 173 Serials 54 Stochastic Processes and their Applications 29 Stochastic and Partial Differential Equations. Analysis and Computations 27 Journal of Mathematical Analysis and Applications 27 Lithuanian Mathematical Journal 23 Potential Analysis 19 Journal of Differential Equations 17 Applied Mathematics and Optimization 16 Journal of Functional Analysis 13 The Annals of Applied Probability 12 Journal of Mathematical Fluid Mechanics 11 SIAM Journal on Mathematical Analysis 10 Stochastic Analysis and Applications 10 Journal of Theoretical Probability 10 Electronic Journal of Probability 9 Probability Theory and Related Fields 9 Stochastics 8 The Annals of Probability 8 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 Journal of Evolution Equations 7 Journal of Computational and Applied Mathematics 7 Journal of Nonlinear Science 6 Journal of Computational Physics 6 Discrete and Continuous Dynamical Systems 6 Stochastics and Dynamics 6 Communications on Pure and Applied Analysis 5 Transactions of the American Mathematical Society 5 SIAM Journal on Scientific Computing 5 Discrete and Continuous Dynamical Systems. Series B 5 SIAM/ASA Journal on Uncertainty Quantification 4 SIAM Journal on Numerical Analysis 4 Acta Applicandae Mathematicae 4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 4 Applied Numerical Mathematics 4 Calculus of Variations and Partial Differential Equations 4 NoDEA. Nonlinear Differential Equations and Applications 4 Bernoulli 4 Science China. Mathematics 3 Archive for Rational Mechanics and Analysis 3 Computers & Mathematics with Applications 3 Geophysical and Astrophysical Fluid Dynamics 3 Journal of Statistical Physics 3 Nonlinearity 3 Mathematics of Computation 3 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 3 Mathematics and Computers in Simulation 3 Statistics & Probability Letters 3 Physica D 3 Acta Mathematicae Applicatae Sinica. English Series 3 Finance and Stochastics 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Applicable Analysis 2 Communications in Mathematical Physics 2 Communications on Pure and Applied Mathematics 2 Ukrainian Mathematical Journal 2 ZAMP. Zeitschrift für angewandte Mathematik und Physik 2 Advances in Mathematics 2 Applied Mathematics and Computation 2 Automatica 2 Indiana University Mathematics Journal 2 Journal of Applied Probability 2 Mathematische Nachrichten 2 Proceedings of the American Mathematical Society 2 Insurance Mathematics & Economics 2 Numerical Methods for Partial Differential Equations 2 Journal of Scientific Computing 2 Japan Journal of Industrial and Applied Mathematics 2 International Journal of Computer Mathematics 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Filomat 2 Journal of Inequalities and Applications 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Methodology and Computing in Applied Probability 2 Nonlinear Analysis. Real World Applications 2 Journal of Systems Science and Complexity 2 Milan Journal of Mathematics 2 Analysis & PDE 2 Evolution Equations and Control Theory 2 Probability, Uncertainty and Quantitative Risk 1 Computer Methods in Applied Mechanics and Engineering 1 Indian Journal of Pure & Applied Mathematics 1 International Journal of Systems Science 1 Journal d’Analyse Mathématique 1 Journal of the Franklin Institute 1 Metrika 1 Physica A 1 Physics Reports 1 Stochastics 1 Reviews in Mathematical Physics 1 Theory of Probability and its Applications 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 BIT 1 Dissertationes Mathematicae 1 Illinois Journal of Mathematics 1 Inventiones Mathematicae ...and 73 more Serials all top 5 Cited in 38 Fields 511 Probability theory and stochastic processes (60-XX) 330 Partial differential equations (35-XX) 138 Fluid mechanics (76-XX) 108 Numerical analysis (65-XX) 53 Operator theory (47-XX) 38 Systems theory; control (93-XX) 25 Integral equations (45-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Statistics (62-XX) 19 Dynamical systems and ergodic theory (37-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 16 Ordinary differential equations (34-XX) 13 Geophysics (86-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 12 Quantum theory (81-XX) 10 Functional analysis (46-XX) 9 Statistical mechanics, structure of matter (82-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Real functions (26-XX) 6 Approximations and expansions (41-XX) 6 Operations research, mathematical programming (90-XX) 5 Number theory (11-XX) 5 Potential theory (31-XX) 5 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 4 Mechanics of particles and systems (70-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Special functions (33-XX) 2 Differential geometry (53-XX) 2 Mechanics of deformable solids (74-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Functions of a complex variable (30-XX) 1 Difference and functional equations (39-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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