2004 m. katedros mokslinio darbo ataskaita

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

2004 m. mokslinių publikacijų sąrašas:

Daktaro disertacija:
A. Skučaitė. Large deviation theorems for heavy-tailed random sums. Physical sciences, mathematics (01P). (Mokslinis vadovas: prof. V. Paulauskas)

Straipsniai žurnaluose su ISI indeksu:

1. V. Paulauskas. On operator-norm approximation of some semigroups by quasi-sectorial operators // Journal of Functional Analysis, ISSN 0022-1236, 2004, 207, p. 58-67.
2. V. Bentkus, V. Paulauskas. Optimal Error Estimates in Operator-Norm Approximations of Semigroups // Letters in Mathematical Physics, ISSN 0377-9017, 2004, 68(3), p. 131-138.

Straipsniai Lietuvos prestižiniuose žurnaluose

1. A. Juozulynas. The eigenvalues of very sparse random symmetric matrices, Liet. Matem. Rink., 2004, 44(1), p. 57-67.
2. S. Norvidas, Majorants and extreme points of unit balls in Bernstein spaces, Liet. Matem. Rink., 2004, 44(1), p. 93-103 (in Russian), English translation: Lithuanian Mathematical Journal, 2004, 44(1), p. 78-84.
3. A. Skučaitė. Large deviations for sums of independent heavy-tailed random variables, Liet.matem.rink., 2004, 44(2), p. 247-259, (in Russian), English translation: Lithuanian Mathematical Journal, 2004, 44(3), p. …-….
4. A. Lenkšas. Stochastic differential equations with bad coefficients : a short note on the weak approximations, Special issue of Lietuvos Matematikos Rinkinys, Procedings of XLV Conference of Lithuanian Mathematical Society, June 17-18, Kaunas, Lietuvos Žemės ūkio University, 2004, 2004, 44, p. 821-824.
5. J. Navikas. Runge-Kutta-type methods for solving two-dimensional stochastic differential equations, Special issue of Lietuvos Matematikos Rinkinys, Procedings of XLV Conference of Lithuanian Mathematical Society, June 17-18, Kaunas, Lietuvos Žemės ūkio University, 2004, 2004, 44, p. 834-838.
6. A. Plikusas, D. Pumputis. Calibrated estimators of totals under different distance measures, Special issue of Lietuvos Matematikos Rinkinys, Procedings of XLV Conference of Lithuanian Mathematical Society, June 17-18, Kaunas, Lietuvos Žemės ūkio University, 2004, 2004, 44, p. 572-576.

Preprintai:

1. S. Norvidas. On exposed functions in Bernstein spaces, Vilnius Univ. Preprint 2004-41.

Pranešimai konferencijose:
Lietuvos matematikų draugijos XLV konferencija, June 17-18, 2004, Lietuvos žemės ūkio Universitetas, Kaunas.

1. A. Lenkšas, Stochastic differential equations with bad coefficients : a short note on the weak approximations
2. J. Navikas, Runge-Kutta-type methods for solving two-dimensional stochastic differential equations.
3. A. Skučaitė, Large deviations for heavy-tailed random sums.
4. K. Gadeikis, Use of the new estimator for change-point of tail-index.

Kitose konferencijose:

1. V. Paulauskas, R. Leipus, D. Surgailis, Renewal type regime switching, long memory and stable limits, Intern. Conf. “Statistical models for financial data”, May 25-27, 2004, Graz, Austria.

Skaitytos paskaitos ir pranešimai:

1. V. Paulauskas, Approximation of operators semigroups, Technical university of Zurich (ETH), Zurich, 2004.04.14
2. V. Paulauskas, On the unit roots for multi-indexed autoregression models, Technical university of Vienna, Vienna, 2004.04.19