Bronius GRIGELIONIS born on November 1, 1935 in Lithuania. He graduated from
the Department of Physics and Mathematics, Vilnius University in 1959. He was a
postgraduate student at the Kiev University (1959-1960) and Moscow University
(1960-1962) supervised by Prof. B.V.Gnedenko. He earned a doctor's (Ph.D) in 1963
and the degree of Doctor habilius in 1969 at the Vilnius University. He was a senior
Research Fellow at the Institute of Physics and Mathematics and a lecturer of the
Vilnius University in 1963-1970.
Since 1970 he has been head of the Mathematical
Statistics Department at the Institute of Mathematics and Informatics and Professor of
Vilnius University. He is a member of the Lithuanian Mathematics Society, Lithuanian Academy of
Sciences, International Statistical Institute, Bernoulli Society, Lithuanian Catholic Academy
of Sciences.
The main fields of scientific interests are:
- general theory of semimartingales and point measures,
- nonlinear filtering and martingale characterization of stochastic
processes,
- optimal stopping,
- martingale approach to weak convergence of probability measures,
- stochastic evolution equations,
- Hellinger transforms for solutions of martingale problems and statisical
manifolds
- stochastic analysis in risk theory.
A full list of publications of B.Grigelionis consists of more than 120 items. Nineteen
of his postgraduate students have maintained their doctoral degrees under his supervision.
Some latest publications:
- B.Grigelionis. On mixed exponental processes and martingales, Lith. Math. J., Vol.38, No.1, (1998), p. 59-74.
- B.Grigelionis. Processes of Meixner type, Lith. Math. J., Vol.39, No.1, (1999), p. 40-51.
- B.Grigelionis. Asymptotic expansions in the compound Poisson limit Theorem, Acta Applicandae Mathematicae, vol. 58, No. 1-3 (1999), p. 125-134.
Contact information:
Phone: +(370 5) 21 09 730
Fax: +(370 5) 27 29 209
E-mail: broniusg@ktl.mii.lt.
Communication in Lithuanian, Russian, English is possible.
Last updated on October 14, 2002
