Speciality:
01.01.05 (Probability theory and mathematical statistics)
Birth date:
01.01.1950
E-mail: Website: https://www.mif.vu.lt/~vigirdas Keywords: stochastic analysis, stochastic numerics.
UDC: 519.21
Subject:
Stochastic analysis, stochastic numerics.
Main publications:
V. Mackevičius, On weak approximations of (a,b)-invariant diffusions, Mathematics and Computers in Simulation, 2007, 74(1), p. 20–28.
V. Mackevičius, On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion, Acta Applicandae Mathematicae, 2003, 78, p. 301–310.
B. Grigelionis and V. Mackevičius, The finiteness of moments of a stochastic exponential, Statistics & Probability Letters, 2003, 64(3), p. 243–248.
V. Mackevičius and J. Navikas, Second order Runge-Kutta type methods for Ito equations, Mathematics and Computers in Simulation, 2001, 57, p. 29–34.
V. Mackevičius, A note on synchronization of diffusion, Mathematics and Computers in Simulation, 2000, 52, p. 491–495.
F. Coquet, V. Mackevičius, and J. Memin, Quelques exemples et contre-exemples de convergences de tribus ou de filtrations, Liet. Matem. Rink., 2000, 40(3), p. 295–306; Some examples and counterexamples of convergence of sigma-algebras and filtrations, Lith. Math. J., 2000, 40(3), p. 228–235.
F. Coquet, V. Mackevičius, and J. Memin, Stability in D of martingales and backward equations under perturbation of filtrations, Stochastic Process. Appl., 1998, 75(2), p. 235–248; Corrigendum to "Stability in D of martingales and backward equations under perturbation of filtrations," Stochastic Process. Appl., 1999, 82(2), p. 335–338.
V. Mackevičius, Convergence rate of Euler scheme for stochastic differential equations: functionals of solutions, Mathematics and Computers in Simulation, 1997, 44, p. 109–121.
V. Mackevičius, Quadratic covariation and Stratonovich integral, Liet. Matem. Rink., 1990, 30(3), p. 557–566; Lith. Math. J., 30 (3) (1996), p. 260–267.
V. Mackevičius, Extrapolation of approximations of solutions of stochastic differential equations, Proc. Seventh Japan-Russia Symp. Prob. Th. Math. Stat. (Tokyo, 1995) , World Sc. Publ. Corp., Singapore, 1996, p. 276–297.
V. Mackevičius, Second order weak approximations for Stratonovich stochastic differential equations, Liet. Matem. Rink. 1994, 34(2), p. 226–247; Lith. Math. J., 1994, 34(2), p. 183–200.
V. Mackevičius and B. Žibaitis, Gaussian approximations of Brownian motion in stochastic integral, Liet. Matem. Rink., 1993, 33(4), p. 508–526 (in Russian); Lith. Math. J., 1993, 33(4), p. 393–406.
V. Mackevičius, On approximation of stochastic differential equation with coefficients depending on the past. Liet. Matem. Rink., 1992, 32(2), p. 285–298; Lith. Math. J., 1992, 32 (2), p. 227–237.
V. Mackevičius, On Ikeda-Nakao-Yamato type approximations, 1990, Liet. Matem. Rink., 30(4), p. 752–757; Lith. Math. J.,1990, 30 (4), p. 350–354.
V. Mackevičius, S p-stability of solutions of symmetric stochastic differential equations with discontinuous driving emimartingales, Ann. Inst. Henri Poincare, 1987, 23(4), p. 575–592.
V. Mackevičius, S p-stabilité des solutions d' équations différentielles stochastiques symetriques avec semi-martingales directrices discontinues., C. R. Acad. Sc. Paris, 302, Ser. I, no. 19, (1986), p. 689–692.
V. Mackevičius, On the support of the solution of a stochastic differential equation, Liet. Matem. Rink., 1986, 26(1), p. 91–98 (in Russian); Lith. Math. J., 1986, 26(1), p. 57–62.
V. Mackevičius, Symmetric stochastic differential equations with nonsmooth coefficients, Mat. Sb., 1981, 116(158):4(12), 585–592 (in Russian); Mathematics of the USSR-Sbornik, 1983, 44(4), 527–534.
