(Kestutis KUBILIUS)

Kestutis Kubilius was born in Vilnius in 1953. In 1971 he finished a secondary school named after A.Vienuolis in Vilnius and in 1976 graduated from the mathematical faculty of Vilnius University. Under the supervision of Prof. B.Grigelionis, he obtained a doctor's degree of physical and mathematical sciences (PhD) at the Vilnius University in 1981. In 1993 he defended a Habil.doctor thesis at the Institute of Mathematics and Informatics and he is a senior research fellow. Now he is working at the Mathematical Statistics Department of the Institute of Mathematics and Informatics.

The main research areas are martingale theory, limit theorems for stochastic processes.
Necessary and sufficient conditions are obtained for the extended weak convergence of distributions of semimartingales to the distribution of semimartingales in terms of predictable characteristics of semimartingales. A general approach of estimating the Levy-Prokhorov distance between distributions of semimartingales and diffusion processes is proposed.

Publications:

• K.Kubilius. The rate of convergence in the functional central limit theorem for semimartingales. Lith.Math.J., 25 (1985), pp.84-96.
  
• K.Kubilius. On necessary and sufficient conditions for the convergence to quasi continuous semimartingales. In: Stochastic differential systems. Proceedings of the 3rd Bad Honnef conference. Lecture Notes in Contr. and Inf. Sc., 78, Springer Verlag, Berlin (1986), pp.227-238.
  
• K.Kubilius. On the rate of convergence of the distributions of semimartingales to the distribution of diffusion processes with jumps. I, II. Lith.Math.J. 30 (1, 2) (1990), pp.101-116; 288-312.
  
• K.Kubilius. On the rate of convergence of the diffusion approximations. Lith.Math.J. 32 (1992), pp. 195-212.