R. Mikulevíčius

1. On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes
   2016/08/08 by R. Mikulevíčius, Mikulevicius, R., Fanhui Xu +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #41A25 #60H10 #60H35 #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. On Degenerate Linear Stochastic Evolution Equations Driven by Jump Processes
   2014/06/17 by James-Michael Leahy, Leahy, James-Michael, R. Mikulevíčius +1 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Engineering · #35K65 #45K05 #60H15 #60H20 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications