Remigijus Mikulevičius

Prof. habil. dr. Remigijus Mikulevičius serves as an Affiliated Scientist at the Interdisciplinary Statistical Research Group within Vilnius University's Institute of Data Science and Digital Technologies. His research focuses on advanced mathematical theories in stochastic processes and differential equations.

Dr. Mikulevičius specializes in Stochastic Analysis, Partial Differential Equations, Mathematical Statistics, and Probability Theory. His work particularly examines stochastic differential equations, integro-differential operators, and nonlinear filtering problems, contributing significantly to theoretical foundations in these areas.

Analysis of Dr. Mikulevičius's publications reveals a consistent focus on stochastic partial differential equations and related mathematical frameworks spanning from 2000 to 2014. His research trajectory demonstrates deep engagement with theoretical problems in SPDEs, with methodological approaches incorporating Sobolev spaces, Hölder spaces, and Fourier-Hermite expansions. The publications show particular expertise in Cauchy-Dirichlet problems and nonlinear filtering for both continuous and jump processes.

Dr. Mikulevičius maintains a significant collaborative relationship with Henrikas Pragarauskas, with whom he has co-authored multiple influential papers. His work appears in prestigious mathematics journals including Journal of Differential Equations and Stochastic Processes and their Applications, reflecting the high quality and impact of his research contributions.