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Mackevičius, Vigirdas

Author ID: mackevicius.vigirdas Recent zbMATH articles by "Mackevičius, Vigirdas"
Published as: Mackevičius, V.; Mackevičius, Vigirdas; Matskyavichyus, V.; Matskyavichyus, V. K.; Mackevicius, V.
Homepage: https://klevas.mif.vu.lt/~vigirdas/
External Links: MGP · Wikidata · ResearchGate · Math-Net.Ru · dblp · GND · IdRef
Documents Indexed: 64 Publications since 1971, including 3 Books
Reviewing Activity: 146 Reviews
Co-Authors: 20 Co-Authors with 15 Joint Publications
449 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

37 Publications have been cited 128 times in 99 Documents Cited by Year
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
16
1998
Support of the solution of a stochastic differential equation. Zbl 0621.60062
Matskyavichyus, V.
8
1986
Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006
Mackevičius, Vigirdas; Navikas, Jurgis
7
2001
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057
Mackevičius, Vigirdas
7
1987
Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057
Mackevičius, V.
6
1994
Symmetric stochastic integrals and their approximations. Zbl 0504.60062
Mackevičius, Vigirdas
5
1982
Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014
Mackevičius, Vigirdas
5
2011
Verhulst versus CIR. Zbl 1403.91358
Mackevičius, Vigirdas
5
2015
On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044
Mackevičius, Vigirdas
5
2007
Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001
Mackevičius, Vigirdas
5
2011
Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037
Mackevičius, V.; Žibaitis, B.
4
1993
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035
Coquet, F.; Mémin, J.; Mackevičius, V.
4
2000
Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
4
1999
On the low estimate of the rate of convergence in the central limit theorem. Zbl 0511.60024
Matskyavichyus, V. K.
4
1983
On polygonal approximation of Brownian motion in stochastic integral. Zbl 0549.60073
Mackevičius, Vigirdas
4
1984
\(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086
Matskyavichyus, V.
4
1985
On weak approximations of CIR equation with high volatility. Zbl 1188.65008
Mackevičius, Vigirdas
4
2010
The finiteness of moments of a stochastic exponential. Zbl 1171.60340
Grigelionis, Bronius; Mackevičius, Vigirdas
3
2003
\(S^ p\) stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. (\(S^ p\) stabilité des solutions d’équations différentielles stochastiques symétriques avec semi-martingales directrices discontinues.) Zbl 0587.60045
Mackevičius, Vigirdas
3
1986
S-stability of the solutions of symmetric stochastic differential equations. Zbl 0588.60050
Matskyavichyus, V.
3
1985
On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062
Mackevičius, V.
2
2003
On a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040
Matskyavichyus, V. K.
2
1986
On the question of the weak convergence of stochastic processes on the spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0303.60006
Mackevicius, V.
2
1974
Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017
Mackevičius, V.
2
1973
Weak approximation of Heston model by discrete random variables. Zbl 07313367
Lenkšas, A.; Mackevičius, V.
2
2015
On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066
Mackevičius, V.
1
1992
Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069
Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V.
1
2013
Integral and measure. From rather simple to rather complex. Zbl 1318.28002
Mackevičius, Vigirdas
1
2014
A lower bound for the convergence rate in the central limit theorem. Zbl 0543.60027
Matskyavichyus, V. K.
1
1984
Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064
Matskyavichyus, V.
1
1981
A second-order weak approximation of Heston model by discrete random variables. Zbl 1336.60139
Lenkšas, Antanas; Mackevičius, Vigirdas
1
2015
Computer modeling of synthesis of strontium stannates at high temperatures. Zbl 1331.92176
Mackevičius, Mažvydas; Ivanauskas, Feliksas; Kareiva, Aivaras; Mackevičius, Vigirdas; Stanulis, Andrius
1
2015
Passing to the limit in optimal stopping problems for Markov processes. Zbl 0277.60032
Mackevičius, V.
1
1974
Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006
Mackevičius, V.
1
1975
Stochastic models of financial mathematics. Zbl 1391.91002
Mackevičius, Vigirdas
1
2016
On backward Kolmogorov equation related to CIR process. Zbl 1391.60141
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė
1
2018
Weak approximation of CKLS and CEV processes by discrete random variables. Zbl 1451.60078
Lileika, Gytenis; Mackevičius, Vigirdas
1
2020
Weak approximation of CKLS and CEV processes by discrete random variables. Zbl 1451.60078
Lileika, Gytenis; Mackevičius, Vigirdas
1
2020
On backward Kolmogorov equation related to CIR process. Zbl 1391.60141
Mackevičius, Vigirdas; Mongirdaitė, Gabrielė
1
2018
Stochastic models of financial mathematics. Zbl 1391.91002
Mackevičius, Vigirdas
1
2016
Verhulst versus CIR. Zbl 1403.91358
Mackevičius, Vigirdas
5
2015
Weak approximation of Heston model by discrete random variables. Zbl 07313367
Lenkšas, A.; Mackevičius, V.
2
2015
A second-order weak approximation of Heston model by discrete random variables. Zbl 1336.60139
Lenkšas, Antanas; Mackevičius, Vigirdas
1
2015
Computer modeling of synthesis of strontium stannates at high temperatures. Zbl 1331.92176
Mackevičius, Mažvydas; Ivanauskas, Feliksas; Kareiva, Aivaras; Mackevičius, Vigirdas; Stanulis, Andrius
1
2015
Integral and measure. From rather simple to rather complex. Zbl 1318.28002
Mackevičius, Vigirdas
1
2014
Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069
Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V.
1
2013
Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014
Mackevičius, Vigirdas
5
2011
Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001
Mackevičius, Vigirdas
5
2011
On weak approximations of CIR equation with high volatility. Zbl 1188.65008
Mackevičius, Vigirdas
4
2010
On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044
Mackevičius, Vigirdas
5
2007
The finiteness of moments of a stochastic exponential. Zbl 1171.60340
Grigelionis, Bronius; Mackevičius, Vigirdas
3
2003
On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062
Mackevičius, V.
2
2003
Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006
Mackevičius, Vigirdas; Navikas, Jurgis
7
2001
Some examples and counterexamples of convergence of \(\sigma\)-algebras and filtrations. Zbl 0990.60035
Coquet, F.; Mémin, J.; Mackevičius, V.
4
2000
Corrigendum to “Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration”. Zbl 0997.60061
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
4
1999
Stability in \(\mathbb D\) of martingales and backward equations under discretization of filtration. Zbl 0932.60047
Coquet, François; Mackevičius, Vigirdas; Mémin, Jean
16
1998
Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057
Mackevičius, V.
6
1994
Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037
Mackevičius, V.; Žibaitis, B.
4
1993
On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066
Mackevičius, V.
1
1992
S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057
Mackevičius, Vigirdas
7
1987
Support of the solution of a stochastic differential equation. Zbl 0621.60062
Matskyavichyus, V.
8
1986
\(S^ p\) stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. (\(S^ p\) stabilité des solutions d’équations différentielles stochastiques symétriques avec semi-martingales directrices discontinues.) Zbl 0587.60045
Mackevičius, Vigirdas
3
1986
On a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040
Matskyavichyus, V. K.
2
1986
\(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086
Matskyavichyus, V.
4
1985
S-stability of the solutions of symmetric stochastic differential equations. Zbl 0588.60050
Matskyavichyus, V.
3
1985
On polygonal approximation of Brownian motion in stochastic integral. Zbl 0549.60073
Mackevičius, Vigirdas
4
1984
A lower bound for the convergence rate in the central limit theorem. Zbl 0543.60027
Matskyavichyus, V. K.
1
1984
On the low estimate of the rate of convergence in the central limit theorem. Zbl 0511.60024
Matskyavichyus, V. K.
4
1983
Symmetric stochastic integrals and their approximations. Zbl 0504.60062
Mackevičius, Vigirdas
5
1982
Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064
Matskyavichyus, V.
1
1981
Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006
Mackevičius, V.
1
1975
On the question of the weak convergence of stochastic processes on the spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0303.60006
Mackevicius, V.
2
1974
Passing to the limit in optimal stopping problems for Markov processes. Zbl 0277.60032
Mackevičius, V.
1
1974
Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017
Mackevičius, V.
2
1973
all top 5

Cited by 147 Authors

16 Mackevičius, Vigirdas
4 Rößler, Andreas
3 Bobkov, Sergey Germanovich
3 Chistyakov, Gennadiĭ Petrovich
3 Debrabant, Kristian
3 Götze, Friedrich
3 Protter, Philip Elliott
2 Brannan, James R.
2 Coquet, François
2 Gong, Jiayin
2 Gordienko, Evgueni I.
2 Kuznetsov, Dmitriĭ Feliksovich
2 Labart, Céline
2 Lenkšas, Antanas
2 Mémin, Jean
2 Navikas, Jurgis
2 Novikov, Andreĭ Alekseevich
2 Papapantoleon, Antonis
2 Possamaï, Dylan
2 Saplaouras, Alexandros
2 Słomiński, Leszek
2 Stettner, Łukasz
2 Taguchi, Dai
2 Tesfay, Almaz
2 Tesfay, Daniel
2 Touzi, Nizar
2 Twardowska, Krystyna
2 Weber, Michel Jean Georges
2 Xu, Jie
2 Yaegashi, Yuta
2 Yastrzhembskiy, Timur
2 Yoshioka, Hidekazu
2 Žibaitis, B.
1 Aazizi, Soufiane
1 Amiri, Sadegh
1 Bouchard, Bruno
1 Briand, Philippe
1 Brzeźniak, Zdzisław
1 Buckwar, Evelyn
1 Campi, Luciano
1 Cao, Wanrong
1 Čekanavičius, Vydas
1 Cheridito, Patrick
1 Chessari, Jared
1 Ching, Wai-Ki
1 Criens, David
1 Crisan, Dan O.
1 Cui, Zhenyu
1 Dabulytė-Bagdonavičienė, Jurgita
1 Delgado-Vences, Francisco J.
1 Delyon, Bernard
1 Demidova, Anastasiya V.
1 Diamantakis, Theo
1 Duan, Jinqiao
1 Flandoli, Franco
1 Geiss, Christel
1 Gevorkyan, Migran N.
1 Ghio, Maddalena
1 Giuliano, Rita
1 Gu, Jiawen
1 Gyöngy, István
1 Hadiri, Sokaina
1 Haghgozar, Hossein Samimi
1 Hamagami, Kunihiko
1 Hansen, Lars Peter
1 Holm, Darryl Dallas
1 Hosseini, Seyed Mohammad
1 Hu, Wenbin
1 Ivanauskas, Feliksas. F.
1 Jakubowski, Jacek
1 Jamshidi, Nahid
1 Janson, Svante
1 Kamrani, Minoo
1 Kareiva, Aivaras
1 Kavallaris, Nikos Ioannis
1 Kawai, Reiichiro
1 Kchia, Younes
1 Khalaf, Anas Dheyab
1 Kinra, Kush
1 Kohlmann, Michael
1 Korolkova, Anna V.
1 Kraft, Holger
1 Kulyabov, Dmitriĭ Sergeevich
1 Kumar, Ankit
1 Kupsa, Michal
1 Lánský, Petr
1 Leão, Dorival
1 Li, Dong
1 Li, Yumeng
1 Lileika, Gytenis
1 Livieri, Giulia
1 Luoto, Antti
1 Ma, Jin
1 Manolarakis, Konstantinos
1 Marchand, Jean-Louis
1 Moghaddam, Behrouz Parsa
1 Mohan, Manil Thankamani
1 Mongirdaitė, Gabrielė
1 Mostaghim, Zeinab Salamat
1 Nečiporenko, Anatolij
...and 47 more Authors
all top 5

Cited in 53 Serials

14 Lithuanian Mathematical Journal
13 Stochastic Processes and their Applications
5 Mathematics and Computers in Simulation
3 Journal of Computational and Applied Mathematics
3 Stochastic Analysis and Applications
3 Bernoulli
2 Advances in Applied Probability
2 Computers & Mathematics with Applications
2 The Annals of Probability
2 Applied Numerical Mathematics
2 The Annals of Applied Probability
2 Journal of Mathematical Sciences (New York)
2 Electronic Journal of Probability
2 Differentsial’nye Uravneniya i Protsessy Upravleniya
2 Stochastics and Dynamics
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Journal of Computational Physics
1 Journal of Mathematical Analysis and Applications
1 Stochastics
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Optimization
1 BIT
1 Dissertationes Mathematicae
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Proceedings of the American Mathematical Society
1 Rendiconti del Seminario Matematico della Università di Padova
1 SIAM Journal on Numerical Analysis
1 Transactions of the American Mathematical Society
1 Statistics & Probability Letters
1 Acta Applicandae Mathematicae
1 Probability Theory and Related Fields
1 Forum Mathematicum
1 Numerical Algorithms
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Random Operators and Stochastic Equations
1 Journal of Mathematical Chemistry
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Inequalities and Applications
1 International Journal of Theoretical and Applied Finance
1 Journal of Mathematical Fluid Mechanics
1 Statistical Inference for Stochastic Processes
1 Probability in the Engineering and Informational Sciences
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance
1 SIAM Journal on Applied Dynamical Systems
1 Mathematics and Financial Economics
1 Probability Surveys
1 Numerical Algebra, Control and Optimization
1 Mathematical Sciences
1 Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A

Citations by Year

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