Remigijus Mikulevicius
Affiliations: | Applied Mathematics | University of Southern California, Los Angeles, CA, United States |
Area:
MathematicsGoogle:
"Remigijus Mikulevicius"Children
Sign in to add trainee| Huapeng Shi | grad student | 2006 | USC |
| Nilupa Sonnadara | grad student | 2006 | USC |
| Yangyong Zhang | grad student | 2006 | USC |
| Liu Haoyuan | grad student | 2007 | USC |
| Mathias Knape | grad student | 2009 | USC |
| Melissa Maisch | grad student | 2009 | USC |
| Aleksey S. Polunchenko | grad student | 2009 | USC |
| Changyong Zhang | grad student | 2010 | USC |
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Publications
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| Mikulevicius R, Zhang C. (2018) Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations Theory of Probability and Its Applications. 63: 246-266 |
| Mikulevičius R, Zhang C. (2015) Weak Euler Approximation for Itô Diffusion and Jump Processes Stochastic Analysis and Applications. 33: 549-571 |
| Leahy J, Mikulevičius R. (2015) On degenerate linear stochastic evolution equations driven by jump processes Stochastic Processes and Their Applications. 125: 3748-3784 |
| Mikulevicius R, Pragarauskas H. (2014) On the Cauchy Problem for Integro-differential Operators in Hölder Classes and the Uniqueness of the Martingale Problem Potential Analysis. 40: 539-563 |
| Venturi D, Wan X, Mikulevicius R, et al. (2013) Wick-Malliavin approximation to nonlinear stochastic partial differential equations: Analysis and simulations Proceedings of the Royal Society a: Mathematical, Physical and Engineering Sciences. 469 |
| Mikulevicius R, Pragarauskas H. (2012) On L p-estimates of some singular integrals related to jump processes Siam Journal On Mathematical Analysis. 44: 2305-2328 |
| Mikulevicius R. (2012) On the rate of convergence of simple and jump-adapted weak Euler schemes for Lévy driven SDEs Stochastic Processes and Their Applications. 122: 2730-2757 |
| Mikulevicius R, Rozovskii BL. (2012) On unbiased stochastic Navier-Stokes equations Probability Theory and Related Fields. 154: 787-834 |
| Mikulevičius R, Zhang C. (2011) On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes Stochastic Processes and Their Applications. 121: 1720-1748 |
| Mikulevicius R, Pragarauskas H. (2011) Model problem for integro-differential zakai equation with discontinuous observation processes Applied Mathematics and Optimization. 64: 37-69 |