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Convergence of Weak Euler Approximation for Nondegenerate Stochastic Differential Equations Driven by Point and Martingale Measures
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2023
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R. Mikulevíčius
Ch. Zhang
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Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing
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2021
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Sergey V. Lototsky
R. Mikulevíčius
Boris L. Rozovsky
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On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure
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2020
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R. Mikulevíčius
C. Phonsom
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On the Cauchy Problem for Nondegenerate Parabolic Integro-Differential Equations in the Scale of Generalized Hölder Spaces
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2019
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R. Mikulevíčius
Fanhui Xu
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On the cauchy problem for stochastic integro-Differential equations in the scale spaces of generalized smoothness
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2019
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R. Mikulevíčius
C. Phonsom
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On some cadlaguity moment estimates of stochastic jump processes
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2019
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R. Mikulevíčius
Fanhui Xu
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On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Levy measure
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2019
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R. Mikulevíčius
C. Phonsom
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On some càdlàguity moment estimates of stochastic jump processes
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2019
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R. Mikulevíčius
Fanhui Xu
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On the Cauchy Problem for Integro-Differential Equations in the Scale of Spaces of Generalized Smoothness
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2018
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R. Mikulevíčius
C. Phonsom
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On the Cauchy problem for stochastic integrodifferential parabolic equations in the scale of Lp-spaces of generalized smoothness
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2018
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R. Mikulevíčius
C. Phonsom
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On the Cauchy problem for parabolic integro-differential equations in generalized Hölder spaces
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2018
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R. Mikulevíčius
Fanhui Xu
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On the Cauchy problem for nondegenerate parabolic integro-differential equations in the scale of generalized Hölder spaces
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2018
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R. Mikulevíčius
Fanhui Xu
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On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
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2017
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R. Mikulevíčius
Fanhui Xu
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On $$L^{p}$$ L p -theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space
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2017
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R. Mikulevíčius
C. Phonsom
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On the Cauchy problem for integro-differential equations in the scale of spaces of generalized smoothness
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2017
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R. Mikulevíčius
C. Phonsom
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Chat
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On classical solutions of linear stochastic integro-differential equations
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2016
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James-Michael Leahy
R. Mikulevíčius
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On Lp -theory for parabolic and elliptic integro-differential equations with scalable operators in the whole space
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2016
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R. Mikulevíčius
C. Phonsom
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On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
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2016
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R. Mikulevíčius
Fanhui Xu
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On distribution free Skorokhod–Malliavin calculus
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2015
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R. Mikulevíčius
B. L. Rozovskiĭ
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On some properties of space inverses of stochastic flows
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2015
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James-Michael Leahy
R. Mikulevíčius
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On degenerate linear stochastic evolution equations driven by jump processes
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2015
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James-Michael Leahy
R. Mikulevíčius
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Weak Euler Approximation for Itô Diffusion and Jump Processes
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2015
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R. Mikulevíčius
Ch. Zhang
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On Some Properties of Space Inverses of Stochastic Flows
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2014
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James-Michael Leahy
R. Mikulevíčius
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On Degenerate Linear Stochastic Evolution Equations Driven by Jump Processes
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2014
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James-Michael Leahy
R. Mikulevíčius
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On Classical Solutions of Linear Stochastic Integro-Differential Equations
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2014
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James-Michael Leahy
R. Mikulevíčius
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Convergence of Weak Euler Scheme for Nondegenerate Levy-Driven Stochastic Differential Equations
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2014
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R. Mikulevíčius
Ch. Zhang
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On distribution free Skorokhod-Malliavin calculus
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2014
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R. Mikulevíčius
B. L. Rozovskiĭ
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On Classical Solutions of Linear Stochastic Integro-Differential Equations
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2014
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James-Michael Leahy
R. Mikulevíčius
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On Degenerate Linear Stochastic Evolution Equations Driven by Jump Processes
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2014
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James-Michael Leahy
R. Mikulevíčius
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On Some Properties of Space Inverses of Stochastic Flows
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2014
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James-Michael Leahy
R. Mikulevíčius
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On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
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2013
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R. Mikulevíčius
H. Pragarauskas
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On the Cauchy Problem for Integro-differential Operators in Hölder Classes and the Uniqueness of the Martingale Problem
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2013
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R. Mikulevíčius
H. Pragarauskas
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On $$L_{p}$$ - theory for stochastic parabolic integro-differential equations
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2013
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R. Mikulevíčius
H. Pragarauskas
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On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs
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2012
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R. Mikulevíčius
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On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes
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2012
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R. Mikulevíčius
H. Pragarauskas
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On the rate of convergence of weak Euler scheme for Levy driven SDEs
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2011
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R. Mikulevíčius
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On unbiased stochastic Navier–Stokes equations
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2011
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R. Mikulevíčius
B. L. Rozovskiĭ
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On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes
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2011
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R. Mikulevíčius
Ch. Zhang
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Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes
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2011
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R. Mikulevíčius
H. Pragarauskas
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On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem
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2011
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R. Mikulevíčius
H. Pragarauskas
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On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
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2011
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R. Mikulevíčius
H. Pragarauskas
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On L_p- theory for stochastic parabolic integro-differential equations
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2010
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R. Mikulevíčius
H. Pragarauskas
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On quantized stochastic Navier-Stokes equations
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2010
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R. Mikulevíčius
B. L. Rozovskiĭ
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On the rate of convergence of weak Euler approximation for non-degenerate jump and diffusion pocesses
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2010
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R. Mikulevíčius
C. Zhang
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Model problem for integro-differential Zakai equation with discontinuous observation processes in Hölder spaces
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2010
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R. Mikulevíčius
H. Pragarauskas
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On the Rate of Convergence of Weak Euler Approximation for Nondegenerate Itô Diffusion and Jump Processes
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2010
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R. Mikulevíčius
Ch. Zhang
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On the rate of convergence of weak Euler approximation for non-degenerate SDEs
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2010
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R. Mikulevíčius
C. Zhang
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On Hölder solutions of the integro-differential Zakai equation
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2009
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R. Mikulevíčius
H. Pragarauskas
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On Strong $H_{2}^{1}$-Solutions of Stochastic Navier–Stokes Equation in a Bounded Domain
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2009
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R. Mikulevíčius
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On the Cauchy-Dirichlet Problem in the Half Space for Parabolic SPDEs in Weighted Hoelder Spaces
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2007
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R. Mikulevíčius
H. Pragarauskas
N. Sonnadara
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On Cauchy-Dirichlet Problem for Linear Integro-Differential Equation in Weighted Sobolev Spaces
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2007
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R. Mikulevíčius
H. Pragarauskas
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Stochastic evolution equations and densities of the conditional distributions
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2006
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B. Grigelionis
R. Mikulevíčius
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On semimartingales with values in Euclidean halfspaces
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2005
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B. Grigelionis
R. Mikulevíčius
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On weak convergence of semimartingales and point processes
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2005
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B. Grigelionis
R. Mikulevíčius
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Global L2-solutions of stochastic Navier–Stokes equations
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2005
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R. Mikulevíčius
B. L. Rozovskiĭ
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On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces
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2005
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R. Mikulevíčius
H. Pragarauskas
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Stochastic Navier--Stokes Equations for Turbulent Flows
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2004
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R. Mikulevíčius
B. L. Rozovskiĭ
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On Cauchy–Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces
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2003
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R. Mikulevíčius
H. Pragarauskas
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Nonlinear filtering revisited: a spectral approach. II
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2002
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Sergey V. Lototsky
R. Mikulevíčius
B. L. Rozovskiĭ
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On Martingale Problem Solutions for Stochastic Navier-Stokes Equation
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2002
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R. Mikulevíčius
B. L. Rozovskiĭ
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On the Cauchy Problem for Stochastic Stokes Equations
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2002
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R. Mikulevíčius
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A Note on Krylov's $L_p$-Theory for Systems of SPDEs
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2001
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R. Mikulevíčius
B. L. Rozovskiĭ
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On Equations of Stochastic Fluid Mechanics
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2001
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R. Mikulevíčius
B. L. Rozovskiĭ
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Stochastic Navier-Stokes Equations. Propagation of Chaos and Statistical Moments
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2001
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R. Mikulevíčius
B. L. Rozovskiĭ
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Fourier--Hermite Expansions for Nonlinear Filtering
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2000
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R. Mikulevíčius
B. L. Rozovskiĭ
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PDF
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On the Cauchy problem for parabolic SPDEs in Hölder classes
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2000
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R. Mikulevíčius
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PDF
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On Stochastic Euler equation in $\mathbb{R}^d$
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2000
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R. Mikulevíčius
Gintaras Valiukevicius
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Martingale problems for stochastic PDE’s
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1999
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R. Mikulevíčius
B. L. Rozovskiĭ
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On stochastic Euler equations
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1998
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R. Mikulevíčius
Gintaras Valiukevicius
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Linear Parabolic Stochastic PDE and Wiener Chaos
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1998
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R. Mikulevíčius
B. L. Rozovskiĭ
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Normalized stochastic integrals in topological vector spaces
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1998
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R. Mikulevíčius
B. L. Rozovskiĭ
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Nonlinear potentials of the cauchy-dirichlet problem for the integrodifferential Bellman equation
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1996
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R. Mikulevíčius
H. Pragarauskas
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On classical solutions of boundary value problems for certain nonlinear integro-differential equations
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1994
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R. Mikulevíčius
H. Pragarauskas
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Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
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1994
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R. Mikulevíčius
B. L. Rozovskiĭ
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On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
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1993
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R. Mikulevíčius
H. Pragarauskas
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On the martingale problem associated with nondegenerate Lévy operators
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1992
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R. Mikulevíčius
H. Pragarauskas
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On the cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
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1992
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R. Mikulevíčius
H. Pragarauskas
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On the uniqueness of a solution to the Bellman equation in Sobolev's classes
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1991
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R. Mikulevíčius
H. Pragarauskas
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Rate of Convergence of the Euler Approximation for Diffusion Processes
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1991
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R. Mikulevíčius
Eckhard Platen
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ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS
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1990
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R. Mikulevíčius
H. Pragarauskas
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Weak convergence of semimartingales
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1990
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R. Mikulevíčius
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Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales
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1990
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Kęstutis Kubilius
R. Mikulevíčius
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On Hölder continuity of solutions of certain integro-differential equations
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1988
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R. Mikulevíčius
H. Pragarauskas
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Topology in the Skorokhod space and the existence of solutions of the martingale problem
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1985
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R. Mikulevíčius
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Weak convergence of measures
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1985
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R. Mikulevíčius
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Necessary and sufficient conditions for convergence of semimartingales and point processes. II
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1984
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Kęstutis Kubilius
R. Mikulevíčius
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Invariance principles in mathematical statistics
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1984
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B. Grigelionis
R. Mikulevíčius
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Necessary and sufficient conditions for convergence of semimartingales and point processes. I
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1984
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Kęstutis Kubilius
R. Mikulevíčius
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Properties of solutions of stochastic differential equations
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1983
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R. Mikulevíčius
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On necessary and sufficient conditions for the convergence of semimartingales
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1983
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K. Kubilius
R. Mikulevíčius
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On contiguity and weak convergence of probability measures
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1983
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B. Grigelionis
R. Mikulevíčius
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On weak convergence to random processes with boundary conditions
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1982
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B. Grigelionis
R. Mikulevíčius
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Weak convergence of stochastic point processes
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1981
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B. Grigelionis
R. Mikulevíčius
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Weak convergence of semimartingales
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1981
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B. Grigelionis
R. Mikulevíčius
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Existence and uniqueness of solutions of the martingale problem on branched manifolds
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1981
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R. Mikulevíčius
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Existence of solutions of the martingale problem on a manifold with boundary
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1980
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R. Mikulevíčius
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Existence and uniqueness of solutions of the martingale problem on a manifold with boundary
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1980
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R. Mikulevíčius
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Semimartingales with values in R + m
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1979
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B. Grigelionis
R. Mikulevíčius
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On uniqueness of solutions of the martingale problem
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1978
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R. Mikulevíčius
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The existence of solutions of a martingale problem
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1977
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R. Mikulevíčius
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