2002 m. katedros mokslinio darbo ataskaita

Mokslinio darbo tema: "Stochastiniai modeliai ir jų taikymas ekonometrijoje, finansų ir draudimo matematikoje"

2002 m. mokslinių publikacijų sąrašas:

Straipsniai Lietuvos prestižiniame mokslo žurnale:

1. S. Norvidas, Oscilation of functions with bounded spectral band, Liet.matem.rink., 2002, 42(3), p. 326-375 (rus k.).
2. A. Lenkšas, 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. Zovė, On Hausdorff dimension of some Cantor random sets, Liet. Matem. Rink.(įteiktas, 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.(įteiktas 2002)
3. B. Grigelionis and V. Mackevičius, The finiteness of moments of a stochastic exponential, Stat. Probab. Letters. ISSN:0167-7152.(įteiktas 2002)
4. V. Mackevičius, The convergence rate of Euler scheme for SDEs with Lipschitz drift and constant diffusion, Acta Math. ISSN: 0001-5962.(įteiktas 2002)

1. Yu. Davydov, V. Paulauskas, Recent results on p-stable convex compact sets with applications, Communications of Fields Inst. (įteiktas 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. Zovė, 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. Skučaitė “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. Mackevičius, Oilerio aproksimacijos konvergavimo greitis stochastinei diferencialinei lygiiai su neglodžiais koeficientais.
2. A. Lenkšas, Stochastinių diferencialinių lygčių sprendimų modeliavimas kompiuteriu: silpnosios aproksimacijos.
3. G. Bakštys, A. Vilimienė, Terupmenos 5 klasėje: mokytojo darbo pagal A. Bakščio ir G. Bakščio vadovlį patirtis.
4. V. Paulauskas, Apie ryšį tarp CRT tikimybių teorijoje ir Troterio-Kato formulės operatoriams Banacho erdvėse.

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. Mackevičius, 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.