V. Mackevičius

发表

Numerical Solution of Stochastic Differential Equations

V. Mackevičius, 2013 .

Computer modeling of synthesis of strontium stannates at high temperatures

F. Ivanauskas, A. Kareiva, V. Mackevičius, 2015, Journal of Mathematical Chemistry.

Corrigendum to “Stability in D of martingales and backward equations under discretization of filtration”

F. Coquet, J. Mémin, V. Mackevičius, 1999 .

Quadratic covariation and Stratonovich integral

V. Mackevičius, 1990 .

$S^p$ stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales

Vigirdas Mackevičius, V. Mackevičius, 1987 .

The finiteness of moments of a stochastic exponential

Vigirdas Mackevičius, Bronius Grigelionis, B. Grigelionis, 2003 .

Support of the solution of a stochastic differential equation

V. Mackevičius, 1986 .

Stability in D of martingales and backward equations under discretization of filtration

F. Coquet, J. Mémin, V. Mackevičius, 1998 .

Stability of solutions of stochastic differential equations

V. Mackevičius, 1982 .

Second-order weak approximations for stratonovich stochastic differential equations

Vigirdas Mackevičius, V. Mackevičius, 1994 .

Verhulst versus CIR

Vigirdas Mackevičius, V. Mackevičius, 2015 .

On positive approximations of positive diffusions

V. Mackevičius, 2007, Lietuvos matematikos rinkinys.

Formula for conditional Wiener integrals

V. Mackevičius, 1980 .

Some approximations of stochastic integrals and solutions of stochastic differential equations

V. Mackevičius, 1978 .

Convergence rate of Euler scheme for stochastic differential equations: functionals of solutions

V. Mackevičius, 1997 .

On approximation of stochastic differential equations with coefficients depending on the past

V. Mackevičius, V. Mackevičius, 1992 .

A second-order weak approximation of Heston model by discrete random variables

V. Mackevičius, A. Lenksas, 2015 .

A second-order weak approximation of Heston model by discrete random variables

V. Mackevičius, A. Lenksas, 2015, Lithuanian Mathematical Journal.

Weak approximation of Heston model by discrete random variables

A. Lenksas, Vigirdas Mackevicius, V. Mackevičius, 2015, Math. Comput. Simul..

On weak approximations of CIR equation with high volatility

Vigirdas Mackevicius, V. Mackevičius, 2010, Math. Comput. Simul..

On the Convergence Rate of Euler Scheme for SDE with Lipschitz Drift and Constant Diffusion

V. Mackevičius, 2003 .