On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N. |
|
1966
|
Processes of Meixner type. Zbl 0959.60034
Grigelionis, B. |
|
1999
|
On the representation of integer-valued random measures by means of stochastic integrals with respect to the Poisson measure. Zbl 0239.60050
Grigelionis, B. |
|
1971
|
Generalized \(z\)-distributions and related stochastic processes. Zbl 1016.60016
Grigelionis, B. |
|
2001
|
On the convergence of sums of random step processes to a Poisson process. Zbl 0202.48302
Grigelionis, B. |
|
1963
|
Stochastic evolution equations and densities of the conditional distributions. Zbl 0513.60058
Grigelionis, B.; Mikulyavichyus, R. |
|
1983
|
Nonlinear filtering equations for stochastic processes with jumps. Zbl 1223.93111
Grigelionis, B.; Mikulevicius, R. |
|
2011
|
Martingale characterization of random processes with independent increments. Zbl 0368.60082
Grigelionis, B. |
|
1977
|
On an asymptotic expansion of the remainder term in the case of convergence to the Poisson law. Zbl 0128.38004
Grigelionis, B. |
|
1962
|
On the self-decomposability of Euler’s Gamma function. Zbl 1086.33002
Grigelionis, B. |
|
2003
|
On subordinated multivariate Gaussian Lévy processes. Zbl 1121.60050
Grigelionis, B. |
|
2007
|
Stochastic point processes and martingales. Zbl 0332.60035
Grigelionis, B. |
|
1975
|
The absolute continuity of measures corresponding stochastic processes. Zbl 0231.60024
Grigelionis, B. |
|
1971
|
On the relative compactness of sets of probability measures in \(D_{[0,\infty)}({\mathfrak X})\). Zbl 0297.60006
Grigelionis, B. |
|
1974
|
On Markov property of stochastic processes. Zbl 0214.17204
Grigelionis, B. |
|
1968
|
On mixed Poisson processes and martingales. Zbl 1021.60039
Grigelionis, Bronius |
|
1998
|
On Markov additive processes. Zbl 0393.60080
Grigelionis, B. |
|
1978
|
On nonlinear filtering theory and absolute continuity of measures, corresponding to stochastic processes. Zbl 0262.60026
Grigelionis, B. |
|
1973
|
On stably weak convergence of semimartingales and point processes. Zbl 0513.60049
Grigelionis, B.; Mikulyavichus, R. |
|
1983
|
On representation by stochastic integrals of square integrable martingales. Zbl 0301.60036
Grigelionis, B. |
|
1974
|
Statistical problems of stochastic processes with boundary conditions. Zbl 0344.60033
Grigelionis, B. |
|
1976
|
Characterization of stochastic processes with conditionally independent increments. Zbl 0363.60060
Grigelionis, B. |
|
1976
|
On absolutely continuous change of measure and Markov property of stochastic processes. Zbl 0221.60052
Grigelionis, B. |
|
1969
|
Stochastic nonlinear filtering equations and semimartingales. Zbl 0509.93057
Grigelionis, B. |
|
1982
|
Reduced stochastic equations of the nonlinear filtering of random processes. Zbl 0359.60033
Grigelionis, B. |
|
1976
|
On functional limit theorems in probabilistic number theory. Zbl 0565.10051
Grigelionis, B.; Mikulyavichyus, R. |
|
1984
|
Thorin classes of Lévy processes and their transforms. Zbl 1213.60036
Grigelionis, B. |
|
2008
|
On the weak convergence of random point processes. Zbl 0491.60033
Grigelionis, B.; Mikulyavichyus, R. |
|
1981
|
Asymptotic expansions in the compound Poisson limit theorem. Zbl 0947.60027
Grigelionis, B. |
|
1999
|
A martingale approach to functional limit theorems. Zbl 0511.60019
Grigelionis, B. I.; Kubilyus, K.; Mikulyavichyus, R. A. |
|
1982
|
On stochastic processes in the finite space interval. Zbl 0356.60025
Grigelionis, B. |
|
1976
|
On optimal stopping of Markov processes. Zbl 0178.53304
Grigelionis, B. |
|
1967
|
Student’s \(t\)-distribution and related stochastic processes. Zbl 1269.60013
Grigelionis, Bronius |
|
2013
|
On the relative compactness of sets of probability measures in \(D_{[0,\infty]}(\mathcal X)\). Zbl 0323.60007
Grigelionis, B. |
|
1974
|
On Hellinger transforms for solutions of martingale problems. Zbl 0787.60053
Grigelionis, B. |
|
1993
|
Additive Markov processes. Zbl 0409.60079
Grigelionis, B. |
|
1978
|
The characterization of stochastic processes with conditionally independent increments. Zbl 0353.60079
Grigelionis, B. |
|
1976
|
On stably weak convergence of semi-martingales and of point processes. Zbl 0533.60054
Grigelionis, B.; Mikulyavichus, R. |
|
1984
|
On weak convergence of semimartingales and point processes. Zbl 0487.60041
Grigelionis, B.; Mikulevicius, R. |
|
1981
|
Hellinger integrals and Hellinger processes for solutions of martingale problems. Zbl 0737.60037
Grigelionis, B. |
|
1990
|
The finiteness of moments of a stochastic exponential. Zbl 1171.60340
Grigelionis, Bronius; Mackevičius, Vigirdas |
|
2003
|
Functional limit theorems for queueing systems in heavy traffic. I. Zbl 0637.60100
Grigelionis, B.; Mikulyavichyus, R. |
|
1987
|
Conditionally exponential families and Lundberg exponents of Markov additive processes. Zbl 0849.60047
Grigelionis, B. |
|
1994
|
On Lundberg inequalities in a Markovian environment. Zbl 0823.60042
Grigelionis, Bronius |
|
1993
|
On semimartingales with values in \(R^m_+\). Zbl 0417.60058
Grigelionis, B.; Milkulyavichyus, R. |
|
1979
|
On stochastic processes with penetrable boundaries. Zbl 0448.60037
Grigelionis, B.; Mikulyavichyus, R. |
|
1980
|
Limit theorems for record values using power normalization. Zbl 1138.62309
Grigelionis, B. |
|
2006
|
Structure of densities of measures corresponding to stochastic processes. Zbl 0277.60017
Grigelionis, B. |
|
1973
|
On mutual information for locally infinitely divisible stochastic processes. Zbl 0301.62005
Grigelionis, B. |
|
1974
|
Criteria of ’truncation’ for the optimal stopping time in sequential analysis. Zbl 0149.14502
Grigelionis, B. I.; Sirjaev, A. N. |
|
1965
|
On the central limit theorem for sums of the renewal processes. Zbl 0203.19202
Grigelionis, B. |
|
1964
|
On stochastic processes associated with relativistic stable distributions. Zbl 1157.60046
Grigelionis, B. |
|
2008
|
Weak convergence of semimartingales. Zbl 0498.60005
Grigelionis, B.; Mikulavichyus, R. |
|
1981
|
Functional limit theorems for queueing systems in heavy traffic. II. Zbl 0668.60035
Grigelionis, B.; Mikulyavichyus, R. |
|
1987
|
On mixed exponential processes and martingales. Zbl 0944.60051
Grigelionis, B. |
|
1998
|
Letter to the editor. Zbl 1084.60537
Grigelionis, B. |
|
2004
|
Two-sided Lundberg inequalities in a Markovian environment. Zbl 0806.60059
Grigelionis, B. |
|
1993
|
On statistical problems of stochastic processes with penetrable boundaries. Zbl 0446.62099
Grigelionis, B.; Mikulevicius, R. |
|
1980
|
A martingale approach to the statistical problems of point processes. Zbl 0457.62078
Grigelionis, B. |
|
1980
|
The structure of Fölmer’s measure and some properties of potentials. Zbl 0387.60052
Grigelionis, B. |
|
1976
|
On weak convergence of the sums of multidimensional stochastic point processes. Zbl 0246.60027
Grigelionis, B. |
|
1972
|
Exponential estimation for the distribution of locally infinitely divisible processes. Zbl 0327.60014
Grigelionis, B. |
|
1975
|
On the asymptotic behavior of mixed Poisson processes. Zbl 0911.60033
Grigelionis, B. |
|
1996
|
Probability theory and mathematical statistics. Proceedings of the fifth Vilnius conference, Vilnius, Lithuania, June 25-July 1, 1989. Volume II. Zbl 0725.00014
|
|
1990
|
On the distribution of values of multiplicative functions. Zbl 0127.27403
Grigelionis, B. |
|
1962
|
On a limit theorem of the renewal theory. Zbl 0131.17103
Grigelionis, B. |
|
1962
|
On a class of controls of the Poisson process. Zbl 0214.40503
Grigelionis, B. |
|
1965
|
The problem of sufficient statistics in optimal stopping problems for stochastic processes. Zbl 0231.60032
Grigelionis, B. I. |
|
1971
|
Hinlänglichkeit in Aufgaben des optimalen Stoppens. Zbl 0195.19601
Grigelionis, B. |
|
1969
|
Limit theorems for the sums of multidimensional stochastic step processes. Zbl 0203.50502
Grigelionis, B. |
|
1970
|
Mixed exponential processes. Zbl 0972.60030
Grigelionis, Bronius |
|
2000
|
On Pólya mixtures of multivariate Gaussian distributions. Zbl 1325.60012
Grigelionis, Bronius |
|
2008
|
Invariance principles in mathematical statistics. Zbl 0599.62056
Grigelionis, B.; Mikulyavichyus, R. |
|
1984
|
On stochastic equations for nonlinear filtering of stochastic processes. Zbl 0477.60042
Grigelionis, B. I. |
|
1981
|
On weak convergence to random processes with boundary conditions. Zbl 0511.60033
Grigelionis, B.; Mikulyavichyus, R. |
|
1982
|
On the Wick theorem for mixtures of centered Gaussian distributions. Zbl 1186.60007
Grigelionis, B. |
|
2009
|
On the Hougaard subordinated Gaussian Lévy processes. Zbl 1225.60078
Grigelionis, Bronius |
|
2011
|
Student’s \(t\)-distribution and related stochastic processes. Zbl 1269.60013
Grigelionis, Bronius |
|
2013
|
Nonlinear filtering equations for stochastic processes with jumps. Zbl 1223.93111
Grigelionis, B.; Mikulevicius, R. |
|
2011
|
On the Hougaard subordinated Gaussian Lévy processes. Zbl 1225.60078
Grigelionis, Bronius |
|
2011
|
On the Wick theorem for mixtures of centered Gaussian distributions. Zbl 1186.60007
Grigelionis, B. |
|
2009
|
Thorin classes of Lévy processes and their transforms. Zbl 1213.60036
Grigelionis, B. |
|
2008
|
On stochastic processes associated with relativistic stable distributions. Zbl 1157.60046
Grigelionis, B. |
|
2008
|
On Pólya mixtures of multivariate Gaussian distributions. Zbl 1325.60012
Grigelionis, Bronius |
|
2008
|
On subordinated multivariate Gaussian Lévy processes. Zbl 1121.60050
Grigelionis, B. |
|
2007
|
Limit theorems for record values using power normalization. Zbl 1138.62309
Grigelionis, B. |
|
2006
|
Letter to the editor. Zbl 1084.60537
Grigelionis, B. |
|
2004
|
On the self-decomposability of Euler’s Gamma function. Zbl 1086.33002
Grigelionis, B. |
|
2003
|
The finiteness of moments of a stochastic exponential. Zbl 1171.60340
Grigelionis, Bronius; Mackevičius, Vigirdas |
|
2003
|
Generalized \(z\)-distributions and related stochastic processes. Zbl 1016.60016
Grigelionis, B. |
|
2001
|
Mixed exponential processes. Zbl 0972.60030
Grigelionis, Bronius |
|
2000
|
Processes of Meixner type. Zbl 0959.60034
Grigelionis, B. |
|
1999
|
Asymptotic expansions in the compound Poisson limit theorem. Zbl 0947.60027
Grigelionis, B. |
|
1999
|
On mixed Poisson processes and martingales. Zbl 1021.60039
Grigelionis, Bronius |
|
1998
|
On mixed exponential processes and martingales. Zbl 0944.60051
Grigelionis, B. |
|
1998
|
On the asymptotic behavior of mixed Poisson processes. Zbl 0911.60033
Grigelionis, B. |
|
1996
|
Conditionally exponential families and Lundberg exponents of Markov additive processes. Zbl 0849.60047
Grigelionis, B. |
|
1994
|
On Hellinger transforms for solutions of martingale problems. Zbl 0787.60053
Grigelionis, B. |
|
1993
|
On Lundberg inequalities in a Markovian environment. Zbl 0823.60042
Grigelionis, Bronius |
|
1993
|
Two-sided Lundberg inequalities in a Markovian environment. Zbl 0806.60059
Grigelionis, B. |
|
1993
|
Hellinger integrals and Hellinger processes for solutions of martingale problems. Zbl 0737.60037
Grigelionis, B. |
|
1990
|
Probability theory and mathematical statistics. Proceedings of the fifth Vilnius conference, Vilnius, Lithuania, June 25-July 1, 1989. Volume II. Zbl 0725.00014
|
|
1990
|
Functional limit theorems for queueing systems in heavy traffic. I. Zbl 0637.60100
Grigelionis, B.; Mikulyavichyus, R. |
|
1987
|
Functional limit theorems for queueing systems in heavy traffic. II. Zbl 0668.60035
Grigelionis, B.; Mikulyavichyus, R. |
|
1987
|
On functional limit theorems in probabilistic number theory. Zbl 0565.10051
Grigelionis, B.; Mikulyavichyus, R. |
|
1984
|
On stably weak convergence of semi-martingales and of point processes. Zbl 0533.60054
Grigelionis, B.; Mikulyavichus, R. |
|
1984
|
Invariance principles in mathematical statistics. Zbl 0599.62056
Grigelionis, B.; Mikulyavichyus, R. |
|
1984
|
Stochastic evolution equations and densities of the conditional distributions. Zbl 0513.60058
Grigelionis, B.; Mikulyavichyus, R. |
|
1983
|
On stably weak convergence of semimartingales and point processes. Zbl 0513.60049
Grigelionis, B.; Mikulyavichus, R. |
|
1983
|
Stochastic nonlinear filtering equations and semimartingales. Zbl 0509.93057
Grigelionis, B. |
|
1982
|
A martingale approach to functional limit theorems. Zbl 0511.60019
Grigelionis, B. I.; Kubilyus, K.; Mikulyavichyus, R. A. |
|
1982
|
On weak convergence to random processes with boundary conditions. Zbl 0511.60033
Grigelionis, B.; Mikulyavichyus, R. |
|
1982
|
On the weak convergence of random point processes. Zbl 0491.60033
Grigelionis, B.; Mikulyavichyus, R. |
|
1981
|
On weak convergence of semimartingales and point processes. Zbl 0487.60041
Grigelionis, B.; Mikulevicius, R. |
|
1981
|
Weak convergence of semimartingales. Zbl 0498.60005
Grigelionis, B.; Mikulavichyus, R. |
|
1981
|
On stochastic equations for nonlinear filtering of stochastic processes. Zbl 0477.60042
Grigelionis, B. I. |
|
1981
|
On stochastic processes with penetrable boundaries. Zbl 0448.60037
Grigelionis, B.; Mikulyavichyus, R. |
|
1980
|
On statistical problems of stochastic processes with penetrable boundaries. Zbl 0446.62099
Grigelionis, B.; Mikulevicius, R. |
|
1980
|
A martingale approach to the statistical problems of point processes. Zbl 0457.62078
Grigelionis, B. |
|
1980
|
On semimartingales with values in \(R^m_+\). Zbl 0417.60058
Grigelionis, B.; Milkulyavichyus, R. |
|
1979
|
On Markov additive processes. Zbl 0393.60080
Grigelionis, B. |
|
1978
|
Additive Markov processes. Zbl 0409.60079
Grigelionis, B. |
|
1978
|
Martingale characterization of random processes with independent increments. Zbl 0368.60082
Grigelionis, B. |
|
1977
|
Statistical problems of stochastic processes with boundary conditions. Zbl 0344.60033
Grigelionis, B. |
|
1976
|
Characterization of stochastic processes with conditionally independent increments. Zbl 0363.60060
Grigelionis, B. |
|
1976
|
Reduced stochastic equations of the nonlinear filtering of random processes. Zbl 0359.60033
Grigelionis, B. |
|
1976
|
On stochastic processes in the finite space interval. Zbl 0356.60025
Grigelionis, B. |
|
1976
|
The characterization of stochastic processes with conditionally independent increments. Zbl 0353.60079
Grigelionis, B. |
|
1976
|
The structure of Fölmer’s measure and some properties of potentials. Zbl 0387.60052
Grigelionis, B. |
|
1976
|
Stochastic point processes and martingales. Zbl 0332.60035
Grigelionis, B. |
|
1975
|
Exponential estimation for the distribution of locally infinitely divisible processes. Zbl 0327.60014
Grigelionis, B. |
|
1975
|
On the relative compactness of sets of probability measures in \(D_{[0,\infty)}({\mathfrak X})\). Zbl 0297.60006
Grigelionis, B. |
|
1974
|
On representation by stochastic integrals of square integrable martingales. Zbl 0301.60036
Grigelionis, B. |
|
1974
|
On the relative compactness of sets of probability measures in \(D_{[0,\infty]}(\mathcal X)\). Zbl 0323.60007
Grigelionis, B. |
|
1974
|
On mutual information for locally infinitely divisible stochastic processes. Zbl 0301.62005
Grigelionis, B. |
|
1974
|
On nonlinear filtering theory and absolute continuity of measures, corresponding to stochastic processes. Zbl 0262.60026
Grigelionis, B. |
|
1973
|
Structure of densities of measures corresponding to stochastic processes. Zbl 0277.60017
Grigelionis, B. |
|
1973
|
On weak convergence of the sums of multidimensional stochastic point processes. Zbl 0246.60027
Grigelionis, B. |
|
1972
|
On the representation of integer-valued random measures by means of stochastic integrals with respect to the Poisson measure. Zbl 0239.60050
Grigelionis, B. |
|
1971
|
The absolute continuity of measures corresponding stochastic processes. Zbl 0231.60024
Grigelionis, B. |
|
1971
|
The problem of sufficient statistics in optimal stopping problems for stochastic processes. Zbl 0231.60032
Grigelionis, B. I. |
|
1971
|
Limit theorems for the sums of multidimensional stochastic step processes. Zbl 0203.50502
Grigelionis, B. |
|
1970
|
On absolutely continuous change of measure and Markov property of stochastic processes. Zbl 0221.60052
Grigelionis, B. |
|
1969
|
Hinlänglichkeit in Aufgaben des optimalen Stoppens. Zbl 0195.19601
Grigelionis, B. |
|
1969
|
On Markov property of stochastic processes. Zbl 0214.17204
Grigelionis, B. |
|
1968
|
On optimal stopping of Markov processes. Zbl 0178.53304
Grigelionis, B. |
|
1967
|
On Stefan’s problem and optimal stopping rules for Markov processes. Zbl 0178.53303
Grigelionis, B. I.; Shiryaev, A. N. |
|
1966
|
Criteria of ’truncation’ for the optimal stopping time in sequential analysis. Zbl 0149.14502
Grigelionis, B. I.; Sirjaev, A. N. |
|
1965
|
On a class of controls of the Poisson process. Zbl 0214.40503
Grigelionis, B. |
|
1965
|
On the central limit theorem for sums of the renewal processes. Zbl 0203.19202
Grigelionis, B. |
|
1964
|
On the convergence of sums of random step processes to a Poisson process. Zbl 0202.48302
Grigelionis, B. |
|
1963
|
On an asymptotic expansion of the remainder term in the case of convergence to the Poisson law. Zbl 0128.38004
Grigelionis, B. |
|
1962
|
On the distribution of values of multiplicative functions. Zbl 0127.27403
Grigelionis, B. |
|
1962
|
On a limit theorem of the renewal theory. Zbl 0131.17103
Grigelionis, B. |
|
1962
|