Kestutis Kubilius

According to our database, Kestutis Kubilius authored at least 2 papers between 2002 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2011

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion.

Kestutis Kubilius, Dmitrij Melichov

Informatica, 2011

2002

Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps.

Kestutis Kubilius, Eckhard Platen

Monte Carlo Methods Appl., 2002