VU Matematikos ir informatikos instituto autoriaus 'Vigirdas Mackevičius' publikacijų sąrašas
pagal Lietuvos akademinių bibliotekų tinklo (LABT) publikacijų bazes VUB [nuo 2011 m. iki dabar] ir LMAVB [iki 2010 m. imtinai]:

Eil. Nr. Publikacija
1Mackevičius, Vigirdas; Mongirdaitė, Gabrielė. On backward Kolmogorov equation related to CIR process // Modern stochastics: theory and applications. Vilnius : VTeX. ISSN 2351-6054. 2018, Vol. 5, no. 1, p. 113-127. DOI: 10.15559/18-VMSTA98.
2Mackevičius, Vigirdas. Stochastic models of financial mathematics / Vigirdas Mackevicius. London-Oxford : ISTE Press-Elsevier, 2016. 130 p. ISBN 9781785481987.
3Lenkšas, Antanas; Mackevičius, Vigirdas. Weak approximation of Heston model by discrete random variables // Mathematics and computers in simulation. Amsterdam : Elsevier Science B.V. ISSN 0378-4754. 2015, Vol. 113, p. 1-15. DOI: 10.1016/j.matcom.2015.02.003.
4Mackevičius, Mažvydas; Ivanauskas, Feliksas; Kareiva, Aivaras; Mackevičius, Vigirdas; Stanulis, Andrius. Computer modeling of synthesis of strontium stannates at high temperatures // Journal of mathematical chemistry. Cham : Springer international publishing Switzerland. ISSN 0259-9791. eISSN 1572-8897. 2015, Vol. 53, iss. 5, p. 1227-1238. DOI: 10.1007/s10910-015-0483-9.
5Mackevičius, Vigirdas. Verhulst versus CIR // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2015, Vol. 55, no. 1, p. 119-133. DOI: 10.1007/s10986-015-9269-9.
6Lenkšas, Antanas; Mackevičius, Vigirdas. A second-order weak approximation of Heston model by discrete random variables // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2015, Vol. 55, no 4, p. 555-572. DOI: 10.1007/s10986-015-9298-4.
7Mackevičius, Vigirdas. Verhulst versus CIR // 11th international Vilnius conference on probability theory and mathematical statistics : abstracts of communication, Vilnius, birželio 30-liepos 4 d. Vilnius : TEV, 2014. ISBN 9786094332203. p. 173.
8Mackevičius, Vigirdas. Integral and measure: from rather simple to rather complex. London : Wiley-ISTE, 2014. 300 p. ISBN 9781848217690.
9Lenkšas, Antanas; Mackevičius, Vigirdas. Option pricing in Heston model by means of weak approximations // Lietuvos matematikos rinkinys. LMD darbai. Vilnius : Matematikos ir informatikos institutas. ISSN 0132-2818. 2013, t. 54, ser. A, p. 27-32. Prieiga per internetą: <ftp://ftp.science.mii.lt/pub/publications/LMR/54(2013)/Series_A/MATHEMATICS/Lenksas_Mackevicius.pdf> [žiūrėta 2013-11-26].
10Ambrazevičius, Algirdas; Ivanauskas, Feliksas; Mackevičius, Vigirdas. Synchronization of solutions of Duffing-type equations with random perturbations // Nonlinear analysis : theory, methods & applications. Kidlington : Pergamon. ISSN 0362-546X. 2013, vol. 93, p. 122-131. DOI: 10.1016/j.na.2013.07.031.
11Mackevičius, Vigirdas. Weak approximation of CIR equation by discrete random variables // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2011, vol. 51, no. 3, p. 385-401. DOI: 10.1007/s10986-011-9134-4.
12Mackevičius, Vigirdas. Introduction to stochastic analysis: integrals and differential equations. London : Wiley-ISTE, 2011. 288 p. ISBN 9781848213111.
13Mackevičius, Vigirdas. On weak approximations of CIR equation with high volatility // Mathematics and computers in simulation. Amsterdam : Elsevier Science BV. ISSN 0378-4754. 2010, vol. 80, no. 5, p. 959-970. DOI: 10.1016/j.matcom.2009.11.001.
14Mackevičius, Vigirdas. Approximation of CIR process by discrete random variables // 10th international Vilnius conference on probability theory and mathematical statistics = 10-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : [abstracts]. Vilnius : TEV, 2010. ISBN 9786094330094. p. 215.
15Mackevičius, Vigirdas. On positive approximations of positive diffusions = Teigiamų difuzijų teigiamos aproksimacijos // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2007, t. 47, spec. nr, p. 58-62. Prieiga per internetą: <ftp://ftp.science.mii.lt/pub/publications/47_TOMAS(2007)/atsitikt.%20proc/mackev.pdf> [žiūrėta 2010-03-15].
16Mackevičius, Vigirdas. On weak approximations of (a, b)-invariant diffusions // Mathematics and computers in simulation. Amsterdam : Elsevier Science. ISSN 0378-4754. 2007, vol. 74, no. 1, p. 20-28. DOI: 10.1016/j.matcom.2006.06.028.
17Mackevičius, Vigirdas. Weak split-step approximations of (a,b)-invariant diffusions // 9th international Vilnius conference on probability theory and mathematical statistics = 9-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : abstracts of communications. Vilnius : TEV, 2006. ISBN 9955680342. p. 222.
18Mackevičius, Vigirdas. Stochastinė analizė : stochastiniai integralai ir stochastinės diferencialinės lygtys. Vilnius : Vilniaus universiteto leidykla, 2005. 197 p. ISBN 9986198046.
19Mackevičius, Vigirdas. On the convergence rate of Euler scheme for SDE with Lipschitz drift and constant diffusion // Acta applicandae mathematicae. ISSN 0167-8019. 2003, vol. 78, p. 301-310.
20Grigelionis, Bronius; Mackevičius, V. The Finiteness of moments of a stochastic exponential // Statistics & probability letters. ISSN 0167-7152. 2003, Vol. 64, iss. 3, p. 243-248. DOI: 10.1016/S0167-7152(03)00155-X.
21Mackevičius, Vigirdas. On the convergence rate of Euler scheme for SDES with nonsmooth drift // 8-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : tezių rinkinys. Vilnius : TEV, 2002. ISBN 9955491183. p. 186-187.
22Mackevičius, Vigirdas; Navikas, Jurgis. Second order weak Runge-Kutta type methods for Ito equations // Mathematics and computers in simulation. ISSN 0378-4754. 2001, vol. 57, p. 29-34.
23Mackevičius, Vigirdas. Sekos riba : paskaitų konspektas : prieiga per internetą: http://uosis.mif.vu.lt / V. Mackevičius. Vilnius, 2001.
24Mackevičius, Vigirdas. A note on synchronization of diffusion // Mathematics and computers in simulation. ISSN 0378-4754. 2000, vol. 52, p. 491-495.
25Mackevičius, Vigirdas; Memin, J; Coquet, F. Some examples and counterexamples of convergence of sigma-algebras and filtrations // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2000, nr. 40(3), p. 295-306.
26Coquet, F.; Mackevičius, Vigirdas; Coquet, F.; Memin, J. Stability in D of martingales and backward equations under discretization of filtration // Stochastic processes and their applications. ISSN 0304-4149. 1999, p. 335-338.
27Mackevičius, Vigirdas. Integralas ir matas / V. Mackevičius. Vilnius : TEV, 1998. 239 p. ISBN 9986546478.
28Coquet, F.; Mackevičius, Vigirdas; Memin, J. Stability in D of martingales and backward equations under discretization of filtration // Stochastic processes and their applications. ISSN 0304-4149. 1998, vol. 75, no. 2, p. 235-248.