Stochastic analysis, stochastic numerics.

• V. Mackevičius, On weak approximations of (a,b)-invariant diffusions, Mathematics and Computers in Simulation, 2007, 74(1), p. 20–28.
• V. Mackevičius, On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion, Acta Applicandae Mathematicae, 2003, 78, p. 301–310.
• B. Grigelionis and V. Mackevičius, The finiteness of moments of a stochastic exponential, Statistics & Probability Letters, 2003, 64(3), p. 243–248.
• V. Mackevičius and J. Navikas, Second order Runge-Kutta type methods for Ito equations, Mathematics and Computers in Simulation, 2001, 57, p. 29–34.
• V. Mackevičius, A note on synchronization of diffusion, Mathematics and Computers in Simulation, 2000, 52, p. 491–495.
• F. Coquet, V. Mackevičius, and J. Memin, Quelques exemples et contre-exemples de convergences de tribus ou de filtrations, Liet. Matem. Rink., 2000, 40(3), p. 295–306; Some examples and counterexamples of convergence of sigma-algebras and filtrations, Lith. Math. J., 2000, 40(3), p. 228–235.
• F. Coquet, V. Mackevičius, and J. Memin, Stability in D of martingales and backward equations under perturbation of filtrations, Stochastic Process. Appl., 1998, 75(2), p. 235–248; Corrigendum to "Stability in D of martingales and backward equations under perturbation of filtrations," Stochastic Process. Appl., 1999, 82(2), p. 335–338.
• V. Mackevičius, Convergence rate of Euler scheme for stochastic differential equations: functionals of solutions, Mathematics and Computers in Simulation, 1997, 44, p. 109–121.
• V. Mackevičius, Quadratic covariation and Stratonovich integral, Liet. Matem. Rink., 1990, 30(3), p. 557–566; Lith. Math. J., 30 (3) (1996), p. 260–267.
• V. Mackevičius, Extrapolation of approximations of solutions of stochastic differential equations, Proc. Seventh Japan-Russia Symp. Prob. Th. Math. Stat. (Tokyo, 1995) , World Sc. Publ. Corp., Singapore, 1996, p. 276–297.
• V. Mackevičius, Second order weak approximations for Stratonovich stochastic differential equations, Liet. Matem. Rink. 1994, 34(2), p. 226–247; Lith. Math. J., 1994, 34(2), p. 183–200.
• V. Mackevičius and B. Žibaitis, Gaussian approximations of Brownian motion in stochastic integral, Liet. Matem. Rink., 1993, 33(4), p. 508–526 (in Russian); Lith. Math. J., 1993, 33(4), p. 393–406.
• V. Mackevičius, On approximation of stochastic differential equation with coefficients depending on the past. Liet. Matem. Rink., 1992, 32(2), p. 285–298; Lith. Math. J., 1992, 32 (2), p. 227–237.
• V. Mackevičius, On Ikeda-Nakao-Yamato type approximations, 1990, Liet. Matem. Rink., 30(4), p. 752–757; Lith. Math. J.,1990, 30 (4), p. 350–354.
• V. Mackevičius, S p-stability of solutions of symmetric stochastic differential equations with discontinuous driving emimartingales, Ann. Inst. Henri Poincare, 1987, 23(4), p. 575–592.
• V. Mackevičius, S p-stabilité des solutions d' équations différentielles stochastiques symetriques avec semi-martingales directrices discontinues., C. R. Acad. Sc. Paris, 302, Ser. I, no. 19, (1986), p. 689–692.
• V. Mackevičius, On the support of the solution of a stochastic differential equation, Liet. Matem. Rink., 1986, 26(1), p. 91–98 (in Russian); Lith. Math. J., 1986, 26(1), p. 57–62.
• V. Mackevičius, Symmetric stochastic differential equations with nonsmooth coefficients, Mat. Sb., 1981, 116(158):4(12), 585–592 (in Russian); Mathematics of the USSR-Sbornik, 1983, 44(4), 527–534.

• Vilnius University, Vilnius