1 | Kopustinskas, Vytis; Pragarauskas, Henrikas; Augutis, Juozas. Stochastic differential equations in dynamic reliability // Advanced concepts in nuclear energy risk assessment and management / edited by Tunc Aldemir. Singapore : World Scientific Publishing Company, 2018. ISBN 9789813225602. eISBN 9789813225626. p. 279-303. DOI: 10.1142/9789813225619_0008. |
2 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On Lp - theory for stochastic parabolic integro-differential equations // Stochastic partial differential equations: analysis and computations. New York : Springer. ISSN 2194-0401. 2013, vol. 1, iss. 2, p. 282-324. DOI: 10.1007/s40072-013-0008-0. |
3 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem // Journal of differential equations. Maryland Heights : Academic Press. ISSN 0022-0396. 2014, vol. 256, iss. 4, p. 1581-1626. DOI: 10.1016/j.jde.2013.11.008. |
4 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem // Potential analysis. Dordrecht : Springer Netherlands. ISSN 0926-2601. 2014, vol. 40, iss. 4, p. 539-563. DOI: 10.1007/s11118-013-9359-4. |
5 | Mikulevicius, Remigijus; Pragarauskas, Henrikas. On L{p}-estimates of some singular integrals related to jump processes // SIAM journal on mathematical analysis. Philadelphia : Society for Industrial and Applied Mathematics. ISSN 0036-1410. 2012, Vol. 44, no. 4, p. 2305-2328. DOI: 10.1137/110844854. |
6 | Danilenko, Svetlana; Pragarauskas, Henrikas. On approximation of value functions for controlled discontinuous random processes // Mathematical modelling and analysis: the Baltic journal on mathematical applications, numerical analysis and differential equations. Vilnius : Technika. ISSN 1392-6292. 2011, Vol. 16, no. 2, p. 260-272. DOI: 10.3846/13926292.2011.580015. |
7 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. Model problem for integro-differential Zakai equation with discontinuous observation processes // Applied mathematics and optimization. New York : Springer. ISSN 0095-4616. 2011, vol. 64, no 1, p. 37-69. DOI: 10.1007/s00245-010-9131-8. |
8 | Ambrazevičius, Algirdas; Ivanauskas, Feliksas; Pragarauskas, Henrikas. On Duffing equation with random perturbations // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. ISSN 1392-5113. 2010, vol. 15, no. 2, p. 129-138. DOI: 10.15388/NA.15.2.14348. |
9 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On Hölder solutions of the integro-differential Zakai equation // Stochastic processes and their applications. ISSN 0304-4149. 2009, Vol. 119, iss. 10, p. 3319-3355. DOI: 10.1016/j.spa.2009.05.008. |
10 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On Cauchy-Dirichlet problem for linear integro-differential equation in weighted Sobolev spaces // Interdisciplinary mathematical sciences. Vol. 2, Stochastic differential equations: theory and applications : a volume in honor of professor Boris L Rozovskii. New Jersey ... [etc.] : World Scientific, 2007. ISBN 9789812706621. p. 357-374. |
11 | Pragarauskas, Henrikas. Draudos matematika / Henrikas Pragarauskas ; Matematikos ir informatikos institutas. Vilnius : Mokslo aidai, 2007. 151 p. ISBN 9789986680376. |
12 | Mikulevičius, Remigijus; Pragarauskas, Henrikas; Sonnadara, N. On the Cauchy-Dirichlet problem in the half space for parabolic SPDEs in weighted hoelder spaces // Acta applicandae mathematicae. ISSN 0167-8019. 2007, Vol. 97, iss. 1-3, p. 129-149. DOI: 10.1007/s10440-007-9130-1. |
13 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On Cauchy-Dirichlet problem for parabolic quasilinear SPDEs // Potential analysis. ISSN 0926-2601. 2006, Vol. 25, no. 1, p. 37-75. DOI: 10.1007/s11118-005-9006-9. |
14 | Pragarauskas, Henrikas. Atsitiktiniai procesai ir laukai // Matematika Lietuvoje po 1945 metų. Vilnius : Matematikos ir informatikos institutas, 2006. ISBN 9986680328. p. 220-242. |
15 | Mikulevičius, Remigijus; Pragarauskas, Henrikas. On Cauchy-Dirichlet problem in half-space for parabolic SPDEs in weighted Holder spaces // Stochastic processes and their applications. ISSN 0304-4149. 2003, Vol. 106, iss. 2, p. 185-222. DOI: 10.1016/S0304-4149(03)00042-5. |
16 | Pragarauskas, Henrikas. On stochastic differential equations driven by skew stable processes // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2001, T. 41, spec, Nr, p. 171-176. DOI: 10.15388/LMR.2001.34428. |