Habil. dr. Kubilius Kęstutis


Akademijos g. 4, LT-08412 Vilnius 208 room
Phone (8 5) 210 9731


Position: Principal Researcher



Kęstutis Kubilius Stochastic differential equation with a soft wall International Workshop ''Statistics of Stochastic Processes in Discrete and Continuous Time'', Ukraine, October 11-12, 2022


Kęstutis Kubilius, Aidas Medžiūnas Hurst Index Estimates for Stochastic Differential Equations Modern Stochastics: Theory and Applications, June 1-4, 2021


Kęstutis Kubilius Hurst parameter estimation in fractional diffusion models XII International Conference COMPUTER DATA ANALYSIS & MODELING 2019, Stochastics & Data Science, September, 18-22, 2019 Minsk, Belarus


Kęstutis Kubilius Bivariate CLT for quadratic variations of Gaussian processes with the Orey index Modern Stochastics: Theory and Applications. IV Kyiv, May 24-26, 2018 Dedicated to the 100-th anniversary of I.I. GIkhman

2019 Jonas Šiaulys, Kęstutis Kubilius Lithuanian Science Prize for the work series "Analysis of stochastic differential equations and insurance models (2004-2018)"

2018 Kęstutis Kubilius University award for significant scientific achievements. In the category of the best publication in physical, biomedical and technological sciences - prof. habil. dr. Kęstutis Kubilius (co-authors: prof. Yuliya Mishura, asoc. prof. Kostiantyn Ralchenko) - for the monograph "Parameter Estimation in Fractional Diffusion Models"

Member of the Doctoral Committee for Mathematics Member of the Dissertation Defence Boards in Mathematics. Vilnius University

International Workshop ''Statistics of Stochastic Processes in Discrete and Continuous Time'' October 11-12, 2022, Kyiv, Ukraine

2021–Present Lietuvos matematikos rinkinys: LMD darbai (Proceedings of The Lithuanian Mathematical Society), Vilnius University Press. Editorial Board Member

Modern Stochastics: Theory and Applications. Co-editor-in-Chief

Lithuanian Mathematical Journal. Editorial board member

Mathematical Modelling and Analysis. Editorial board member


Last update date 2023-03-31


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