Edit Profile (opens in new tab) Mackevičius, Vigirdas Co-Author Distance Author ID: mackevicius.vigirdas Published as: Mackevičius, V.; Mackevičius, Vigirdas; Matskyavichyus, V.; Matskyavichyus, V. K.; Mackevicius, V. more...less 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 446 Co-Co-Authors all top 5 Co-Authors 47 single-authored 3 Coquet, François 3 Lenkšas, Antanas 3 Mémin, Jean 2 Ivanauskas, Feliksas. F. 2 Mongirdaitė, Gabrielė 1 Ambrazevičius, Algirdas 1 Grigelionis, Bronius I. 1 Jacod, Jean 1 Kareiva, Aivaras 1 Kubilius, Kȩstutis 1 Leipus, Remigijus 1 Lileika, Gytenis 1 Mackevičius, Mažvydas 1 Mikulevicius, Remigijus 1 Navikas, Jurgis 1 Paulauskas, Vygantas Ionovič 1 Shiryaev, Al’bert Nikolaevich 1 Stanulis, Andrius 1 Surgailis, Donatas 1 Žibaitis, B. all top 5 Serials 17 Lithuanian Mathematical Journal 12 Litovskiĭ Matematicheskiĭ Sbornik 5 Mathematics and Computers in Simulation 3 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Stochastics 2 Theory of Probability and its Applications 2 Stochastic Processes and their Applications 2 Lithuanian Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR 2 Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A 1 Matematicheskiĭ Sbornik. Novaya Seriya 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Selected Translations in Mathematical Statistics and Probability 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Mathematics of the USSR, Sbornik 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Mathematical Chemistry 1 Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR 1 Modern Stochastics. Theory and Applications 1 Mathematics and Statistics Series all top 5 Fields 57 Probability theory and stochastic processes (60-XX) 13 Numerical analysis (65-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 2 Statistics (62-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 36 Publications have been cited 120 times in 92 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 15 1998 S p stability of solutions of symmetric stochastic differential equations with discontinuous driving semimartingales. Zbl 0636.60057 Mackevičius, Vigirdas 7 1987 Second order weak Runge-Kutta type methods for Itô equations. Zbl 0990.65006 Mackevičius, Vigirdas; Navikas, Jurgis 7 2001 Second-order weak approximations for Stratonovich stochastic differential equations. Zbl 0839.60057 Mackevičius, V. 6 1994 On weak approximations of \((a, b)\)-invariant diffusions. Zbl 1109.60044 Mackevičius, Vigirdas 5 2007 Symmetric stochastic integrals and their approximations. Zbl 0504.60062 Mackevičius, Vigirdas 5 1982 Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001 Mackevičius, Vigirdas 5 2011 Support of the solution of a stochastic differential equation. Zbl 0621.60062 Matskyavichyus, V. 5 1986 Verhulst versus CIR. Zbl 1403.91358 Mackevičius, Vigirdas 5 2015 Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014 Mackevičius, Vigirdas 5 2011 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 Gaussian approximations of Brownian motion in a stochastic integral. Zbl 0827.60037 Mackevičius, V.; Žibaitis, B. 4 1993 On weak approximations of CIR equation with high volatility. Zbl 1188.65008 Mackevičius, Vigirdas 4 2010 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 \(S^ p\)-stability of solutions of symmetric stochastic differential equations. Zbl 0659.60086 Matskyavichyus, V. 3 1985 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 a lower bound for the convergence rate in a local limit theorem. Zbl 0658.60040 Matskyavichyus, V. K. 2 1986 On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion. Zbl 1032.60062 Mackevičius, V. 2 2003 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 Symmetric stochastic differential equations with non-smooth coefficients. Zbl 0481.60064 Matskyavichyus, V. 1 1981 A lower bound for the convergence rate in the central limit theorem. Zbl 0543.60027 Matskyavichyus, V. K. 1 1984 Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017 Mackevičius, V. 1 1973 Weak convergence of random processes in spaces \(\mathcal D_{[0,\infty)}\mathcal X\). Zbl 0318.60006 Mackevičius, V. 1 1975 On approximation of stochastic differential equations with coefficients depending on the past. Zbl 0796.60066 Mackevičius, V. 1 1992 Integral and measure. From rather simple to rather complex. Zbl 1318.28002 Mackevičius, Vigirdas 1 2014 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 Weak approximation of CKLS and CEV processes by discrete random variables. Zbl 1451.60078 Lileika, Gytenis; Mackevičius, Vigirdas 1 2020 Stochastic models of financial mathematics. Zbl 1391.91002 Mackevičius, Vigirdas 1 2016 Synchronization of solutions of Duffing-type equations with random perturbations. Zbl 1293.34069 Ambrazevičius, A.; Ivanauskas, F.; Mackevičius, V. 1 2013 On backward Kolmogorov equation related to CIR process. Zbl 1391.60141 Mackevičius, Vigirdas; Mongirdaitė, Gabrielė 1 2018 Weak approximation of Heston model by discrete random variables. Zbl 07313367 Lenkšas, A.; Mackevičius, V. 1 2015 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 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 Weak approximation of Heston model by discrete random variables. Zbl 07313367 Lenkšas, A.; Mackevičius, V. 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 Introduction to stochastic analysis. Integrals and differential equations. Zbl 1235.60001 Mackevičius, Vigirdas 5 2011 Weak approximation of CIR equation by discrete random variables. Zbl 1281.65014 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 15 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. 5 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. 3 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 Passage to the limit in problems of optimal stopping of Markov processes. Zbl 0263.60017 Mackevičius, V. 1 1973 all cited Publications top 5 cited Publications all top 5 Cited by 136 Authors 16 Mackevičius, Vigirdas 4 Rößler, Andreas 3 Bobkov, Sergey Germanovich 3 Chistyakov, Gennadiy Petrovych 3 Debrabant, Kristian 3 Götze, Friedrich 3 Protter, Philip Elliott 2 Brannan, James R. 2 Coquet, François 2 Gong, Jiayin 2 Kuznetsov, Dmitriĭ Feliksovich 2 Labart, Céline 2 Lenkšas, Antanas 2 Mémin, Jean 2 Navikas, Jurgis 2 Papapantoleon, Antonis 2 Possamaï, Dylan 2 Saplaouras, Alexandros 2 Słomiński, Leszek 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 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 Gordienko, Evgueni I. 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 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 Kohlmann, Michael 1 Korolkova, Anna V. 1 Kraft, Holger 1 Kulyabov, Dmitriĭ Sergeevich 1 Kupsa, Michal 1 Lánský, Petr 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 Mongirdaitė, Gabrielė 1 Mostaghim, Zeinab Salamat 1 Nečiporenko, Anatolij 1 Nefedova, Yu. S. 1 Neufcourt, Léo 1 Ngo, Hoang-Long 1 Niemann, Lars 1 Novikov, Andreĭ Alekseevich 1 Ondreját, Martin 1 Pavliotis, Grigorios A. 1 Picard, Jean 1 Pope, Stephen Bailey ...and 36 more Authors all top 5 Cited in 50 Serials 14 Lithuanian Mathematical Journal 11 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 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 1 Journal of Computational Physics 1 Journal of Mathematical Analysis and Applications 1 Stochastics 1 Chaos, Solitons and Fractals 1 The Annals of Probability 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 Statistical Inference for Stochastic Processes 1 Applied Stochastic Models in Business and Industry 1 SIAM Journal on Applied Dynamical Systems 1 Mathematics and Financial Economics 1 Probability Surveys 1 Numerical Algebra, Control and Optimization 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Mathematical Sciences 1 Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A all top 5 Cited in 20 Fields 80 Probability theory and stochastic processes (60-XX) 37 Numerical analysis (65-XX) 12 Partial differential equations (35-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 7 Systems theory; control (93-XX) 3 Number theory (11-XX) 3 Measure and integration (28-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Computer science (68-XX) 3 Biology and other natural sciences (92-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Functional analysis (46-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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