2002 m. katedros mokslinio darbo ataskaita

Mokslinio darbo tema: "Stochastiniai modeliai ir j� taikymas ekonometrijoje, finans� ir draudimo matematikoje"

2002 m. mokslini� publikacij� s�ra�as:

Straipsniai Lietuvos presti�iniame mokslo �urnale:

1. S. Norvidas, Oscilation of functions with bounded spectral band, Liet.matem.rink., 2002, 42(3), p. 326-375 (rus k.).
2. A. Lenk�as, Computer modeling of solutions to stochastic differential equations: weak approximations, Liet.matem.rink., 2002, 42(spec. nr.), p. 331-335.
3. V. Paulauskas, Some comments on deviation inequalities for infinitely divisible random vectors, Liet.matem.rink., 2002, 42(4), p. 494-517. (rus k.)
4. V. Paulauskas, R. Zov�, On Hausdorff dimension of some Cantor random sets, Liet. Matem. Rink.(�teiktas, 2002)

1. V. Paulauskas, A new estimator for tail index, Acta Appl. Math.,ISSN: 0167-8019, (to appear).
2. V. Paulauskas, A note on error estimates in Trotter-Kato formula for quasi-sectorial operators, J. Functional Anal., ISSN:0022-1236.(�teiktas 2002)
3. B. Grigelionis and V. Mackevi�ius, The finiteness of moments of a stochastic exponential, Stat. Probab. Letters. ISSN:0167-7152.(�teiktas 2002)
4. V. Mackevi�ius, The convergence rate of Euler scheme for SDEs with Lipschitz drift and constant diffusion, Acta Math. ISSN: 0001-5962.(�teiktas 2002)

1. Yu. Davydov, V. Paulauskas, Recent results on p-stable convex compact sets with applications, Communications of Fields Inst. (�teiktas 2002).
2. C. Cabrelli, U. Molter, V. Paulauskas, R. Shonkwiler, Hausdorff measure of p-Cantor sets, Real Ananlysis Exchange, (to appear).

1. V. Paulauskas, A new estimator for tail index. VU Preprint 2002-20.
2. V. Paulauskas, R. Zov�, On Hausdorff dimension of some Cantor random sets. VU Preprint 2002-21.
3. A. Juozulynas, The eigenvalues of very sparse random symmetric matrices. VU Preprint 2002-34.
4. A. Sku�ait� �Life insurance as income for ageing population�. Study was prepared as a part of Public Policy Project �Participation in Pension Reform: citizens, markets, public institutions� (project sponsored by Open Society Fund - Lithuania). Study published in internet homepage of Open Society Fund � Lithuania.

1. V. Mackevi�ius, Oilerio aproksimacijos konvergavimo greitis stochastinei diferencialinei lygiiai su neglod�iais koeficientais.
2. A. Lenk�as, Stochastini� diferencialini� lyg�i� sprendim� modeliavimas kompiuteriu: silpnosios aproksimacijos.
3. G. Bak�tys, A. Vilimien�, Terupmenos 5 klas�je: mokytojo darbo pagal A. Bak��io ir G. Bak��io vadovl� patirtis.
4. V. Paulauskas, Apie ry�� tarp CRT tikimybi� teorijoje ir Troterio-Kato formul�s operatoriams Banacho erdv�se.

1. V. Paulauskas, On some new results for multivariate stable laws, 8th International Vilnius Conference on Probability Theory and Mathematical Statistics, June 23-29, 2002. Abstracts of Communications, TEV, Vilnius, 2002, p. 247.
2. V. Paulauskas, Some recent results for multivariate stable laws, International Gnedenko conference, June 3-7, 2002, Kyiv, Abstracts, Kyiv, 2002, p. 22.
3. V. Mackevi�ius, On the convergence rate of Euler scheme for SDES with nonsmooth drift, 8th International Vilnius Conference on Probability Theory and Mathematical Statistics, June 23-29, 2002. Abstracts of Communications, TEV, Vilnius, 2002, p. 186-187.
4. A. Juozulynas, Bounds for the convergence in series representation of stable vectors, 8th International Vilnius Conference on Probability Theory and Mathematical Statistics, June 23-29, 2002. Abstracts of Communications, TEV, Vilnius, 2002, p. 124-125.

1. V. Paulauskas, Some preliminary results on multiindexed regression models. University of Lille 1, France, November 20, 2002.
2. V. Paulauskas, On random convex compact sets with applications in statistics. University of Piezze and Marie Curie in Paris (Paris VI), November 26, 2002.