VU Matematikos ir informatikos fakulteto autoriaus 'Vigirdas Mackevičius' publikacijų sąrašas
pagal Lietuvos akademinių bibliotekų tinklo (LABT) publikacijų bazę VUB:

Eil. Nr. Publikacija
1Mackevičius, Vigirdas; Mongirdaitė, Gabrielė. Weak approximations of the Wright–Fisher process // Mathematics. Basel : MDPI. ISSN 2227-7390. 2022, vol. 10, iss. 1, art. no. 125, p. [1-20]. DOI: 10.3390/math10010125.
2Mongirdaitė, Gabrielė; Mackevičius, Vigirdas. Weak approximations of Wright-Fisher equation = Wright-Fisher lygties silpnosios aproksimacijos // Lietuvos matematikos rinkinys. Ser. A. Vilnius : Vilniaus universiteto leidykla. ISSN 0132-2818. eISSN 2335-898X. 2021, t. 62, p. 23-26. DOI: 10.15388/LMR.2021.25217.
3Lileika, Gytenis; Mackevičius, Vigirdas. Second-order weak approximations of CKLS and CEV processes by discrete random variables // Mathematics. Basel : MDPI. eISSN 2227-7390. 2021, vol. 9, iss. 12, art. no. 1337, p. [1-20]. DOI: 10.3390/math9121337.
4Lileika, Gytenis; Mackevičius, Vigirdas. Weak approximation of CKLS and CEV processes by discrete random variables // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. eISSN 1573-8825. 2020, vol. 60, iss. 2, p. 208-224. DOI: 10.1007/s10986-020-09474-w.
5Mackevičius, Vigirdas; Mongirdaitė, Gabrielė. On backward Kolmogorov equation related to CIR process // Modern stochastics: theory and applications. Vilnius : VTeX. ISSN 2351-6054. 2018, Vol. 5, no. 1, p. 113-127. DOI: 10.15559/18-VMSTA98.
6Mackevičius, Vigirdas. Stochastic models of financial mathematics / Vigirdas Mackevicius. London-Oxford : ISTE Press-Elsevier, 2016. 130 p. ISBN 9781785481987.
7Lenkšas, Antanas; Mackevičius, Vigirdas. A second-order weak approximation of Heston model by discrete random variables // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2015, Vol. 55, no 4, p. 555-572. DOI: 10.1007/s10986-015-9298-4.
8Mackevičius, Mažvydas; Ivanauskas, Feliksas; Kareiva, Aivaras; Mackevičius, Vigirdas; Stanulis, Andrius. Computer modeling of synthesis of strontium stannates at high temperatures // Journal of mathematical chemistry. Cham : Springer international publishing Switzerland. ISSN 0259-9791. eISSN 1572-8897. 2015, Vol. 53, iss. 5, p. 1227-1238. DOI: 10.1007/s10910-015-0483-9.
9Lenkšas, Antanas; Mackevičius, Vigirdas. Weak approximation of Heston model by discrete random variables // Mathematics and computers in simulation. Amsterdam : Elsevier Science B.V. ISSN 0378-4754. 2015, Vol. 113, p. 1-15. DOI: 10.1016/j.matcom.2015.02.003.
10Mackevičius, Vigirdas. Verhulst versus CIR // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2015, Vol. 55, no. 1, p. 119-133. DOI: 10.1007/s10986-015-9269-9.
11Mackevičius, Vigirdas. Integral and measure: from rather simple to rather complex. London : Wiley-ISTE, 2014. 300 p. ISBN 9781848217690.
12Mackevičius, Vigirdas. Verhulst versus CIR // 11th international Vilnius conference on probability theory and mathematical statistics : abstracts of communication, Vilnius, birželio 30-liepos 4 d. Vilnius : TEV, 2014. ISBN 9786094332203. p. 173.
13Lenkšas, Antanas; Mackevičius, Vigirdas. Option pricing in Heston model by means of weak approximations // Lietuvos matematikos rinkinys. Ser. A. Vilnius : Vilniaus universiteto leidykla. ISSN 0132-2818. eISSN 2335-898X. 2013, t. 54, p. 27-32. DOI: 10.15388/LMR.A.2013.08.
14Ambrazevičius, Algirdas; Ivanauskas, Feliksas; Mackevičius, Vigirdas. Synchronization of solutions of Duffing-type equations with random perturbations // Nonlinear analysis : theory, methods & applications. Kidlington : Pergamon. ISSN 0362-546X. 2013, vol. 93, p. 122-131. DOI: 10.1016/j.na.2013.07.031.
15Mackevičius, Vigirdas. Weak approximation of CIR equation by discrete random variables // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2011, vol. 51, no. 3, p. 385-401. DOI: 10.1007/s10986-011-9134-4.
16Mackevičius, Vigirdas. Introduction to stochastic analysis: integrals and differential equations. London : Wiley-ISTE, 2011. 288 p. ISBN 9781848213111.
17Mackevičius, Vigirdas. Approximation of CIR process by discrete random variables // 10th international Vilnius conference on probability theory and mathematical statistics = 10-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : [abstracts]. Vilnius : TEV, 2010. ISBN 9786094330094. p. 215.
18Mackevičius, Vigirdas. On weak approximations of CIR equation with high volatility // Mathematics and computers in simulation. Amsterdam : Elsevier Science BV. ISSN 0378-4754. 2010, vol. 80, no. 5, p. 959-970. DOI: 10.1016/j.matcom.2009.11.001.
19Mackevičius, Vigirdas. On positive approximations of positive diffusions = Teigiamų difuzijų teigiamos aproksimacijos // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2007, t. 47, spec. nr, p. 58-62. DOI: 10.15388/LMR.2007.18182.
20Mackevičius, Vigirdas. On weak approximations of (a, b)-invariant diffusions // Mathematics and computers in simulation. Amsterdam : Elsevier Science. ISSN 0378-4754. 2007, vol. 74, no. 1, p. 20-28. DOI: 10.1016/j.matcom.2006.06.028.
21Mackevičius, Vigirdas. Weak split-step approximations of (a,b)-invariant diffusions // 9th international Vilnius conference on probability theory and mathematical statistics = 9-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : abstracts of communications. Vilnius : TEV, 2006. ISBN 9955680342. p. 222.
22Mackevičius, Vigirdas. Stochastinė analizė : stochastiniai integralai ir stochastinės diferencialinės lygtys. Vilnius : Vilniaus universiteto leidykla, 2005. 197 p. ISBN 9986198046.
23Grigelionis, Bronius; Mackevičius, Vigirdas. The Finiteness of moments of a stochastic exponential // Statistics & probability letters. ISSN 0167-7152. 2003, Vol. 64, iss. 3, p. 243-248. DOI: 10.1016/S0167-7152(03)00155-X.
24Mackevičius, Vigirdas. On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion // Acta applicandae mathematicae. ISSN 0167-8019. 2003, vol. 78, p. 301-310. DOI: 10.1023/A:1025754020469.
25Mackevičius, Vigirdas. On the convergence rate of Euler scheme for SDES with nonsmooth drift // 8-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : tezių rinkinys. Vilnius : TEV, 2002. ISBN 9955491183. p. 186-187.
26Mackevičius, Vigirdas; Navikas, Jurgis. Second order weak Runge-Kutta type methods for Ito equations // Mathematics and computers in simulation. Amsterdam : Elsevier. ISSN 0378-4754. 2001, vol. 57, no. 1-2, p. 29-34. DOI: 10.1016/S0378-4754(00)00284-6.
27Mackevičius, Vigirdas. Sekos riba : paskaitų konspektas. Vilnius : Vilniaus universitetas, 2001. 15 p.
28Mackevičius, Vigirdas; Memin, J; Coquet, F. Some examples and counterexamples of convergence of sigma-algebras and filtrations // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2000, nr. 40(3), p. 295-306.
29Mackevičius, Vigirdas. A note on synchronization of diffusion // Mathematics and computers in simulation. ISSN 0378-4754. 2000, vol. 52, iss. 5-6, p. 491-495. DOI: 10.1016/S0378-4754(00)00160-9.
30Coquet, F.; Mackevičius, Vigirdas; Memin, J. Corrigendum to “Stability in of martingales and backward equations under discretization of filtration”: [Stochastic Processes and their Applications 75 (1998) 235–248] // Stochastic processes and their applications. ISSN 0304-4149. 1999, vol. 82, iss. 2, p. 335-338. Prieiga per internetą: <https://www.sciencedirect.com/science/article/pii/S0304414999000204>.
31Mackevičius, Vigirdas. Integralas ir matas. Vilnius : TEV, 1998. 239 p. ISBN 9986546478.
32Coquet, F.; Mackevičius, Vigirdas; Memin, J. Stability in D of martingales and backward equations under discretization of filtration // Stochastic processes and their applications. Amsterdam : Elsevier. ISSN 0304-4149. 1998, vol. 75, no. 2, p. 235-248. DOI: 10.1016/S0304-4149(98)00013-1.