Kestutis Kubilius

Publication Activity (10 Years)

Years Active: 2002-2011
Publications (10 Years): 0

Publications

Kestutis Kubilius, Dmitrij Melichov
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion. Informatica 22 (1) (2011)
Kestutis Kubilius, Eckhard Platen
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps. Monte Carlo Methods Appl. 8 (1) (2002)