Martynas Manstavičius

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All published works

Action	Title	Year	Authors
+ PDF Chat	Diversity of Bivariate Concordance Measures	2022	Martynas Manstavičius
+	A class of bivariate independence copula transformations	2021	Martynas Manstavičius Gediminas Bagdonas
+	A class of bivariate copula mappings	2018	Martynas Manstavičius Gediminas Bagdonas
+ PDF Chat	Criteria for the finiteness of the strong <i>p</i>-variation for Lévy-type processes	2017	Martynas Manstavičius Alexander Schnurr
+ PDF Chat	Randomly stopped maximum and maximum of sums with consistently varying distributions	2017	Ieva Marija Andrulytė Martynas Manstavičius Jonas Šiaulys
+	Criteria for the Finiteness of the Strong $p$-Variation for L\'evy-type Processes	2016	Martynas Manstavičius Alexander Schnurr
+	Criteria for the Finiteness of the Strong $p$-Variation for Lévy-type Processes	2016	Martynas Manstavičius Alexander Schnurr
+	On the Fourier coefficients of linear fractional stable motion	2011	Martynas Manstavičius
+ PDF Chat	p-variation of Ornstein–Uhlenbeck type processes	2007	Martynas Manstavičius
+ PDF Chat	Hausdorff–Besicovitch dimension of graphs and $p$-variation of some Lévy processes	2007	Martynas Manstavičius
+ PDF Chat	A note about Khoshnevisan–Xiao conjecture	2006	Martynas Manstavičius
+	Hausdorff-Besicovitch Dimension of Graphs and p-Variation	2005	Martynas Manstavičius
+ PDF Chat	A Non-Markovian Process with Unbounded $p$-Variation	2005	Martynas Manstavičius
+ PDF Chat	p-variation of strong Markov processes	2004	Martynas Manstavičius
+	None	2002	Michael Drmota Michael Fuchs Martynas Manstavičius

Common Coauthors

Coauthor	Papers Together
Alexander Schnurr	3
Gediminas Bagdonas	2
Michael Fuchs	1
Ieva Marija Andrulytė	1
Jonas Šiaulys	1
Michael Drmota	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Differentiability of Six Operators on Nonsmooth Functions and p-Variation	1999	Richard M. Dudley R. Norvaiša	5
+ PDF Chat	p-variation of strong Markov processes	2004	Martynas Manstavičius	3
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	3
+ PDF Chat	Processes that can be Embedded in Brownian Motion	1978	Itrel Monroe	3
+	Hausdorff-Besicovitch Dimension of Graphs and p-Variation	2005	Martynas Manstavičius	2
+	COGARCH: Symbol, Generator and Characteristics	2012	Alexander Schnurr	2
+ PDF Chat	Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions	1977	Ole E. Barndorff‐Nielsen Christian Halgreen	2
+	None	2001	B. Grigelionis	2
+	Generalization of the Blumenthal–Getoor index to the class of homogeneous diffusions with jumps and some applications	2013	Alexander Schnurr	2
+	Analytic inequalities	1971	D.D Voskresenskii	2
+ PDF Chat	The Symbol Associated with the Solution of a Stochastic Differential Equation	2010	René L. Schilling Alexander Schnurr	2
+ PDF Chat	Gaussian sample functions and the Hausdorff dimension of level crossings	1970	Steven Orey	2
+ PDF Chat	Uniqueness in law for pure jump Markov processes	1988	Richard F. Bass	2
+	Stable-like processes: construction of the transition density and the behavior of sample paths near t=0	1994	Akira Negoro	2
+	Finely Harmonic Functions	1972	Bent Fuglede	2
+	An Introduction to Copulas	1999	Roger B. Nelsen	2
+	Some theorems on Feller processes: Transience, local times and ultracontractivity	2012	René L. Schilling Jian Wang	2
+	Long-time behavior of stable-like processes	2012	Nikola Sandrić	2
+	On a family of multivariate copulas for aggregation processes	2007	Fabrizio Durante José Juan Quesada-Molina Manuel Úbeda-Flores	2
+ PDF Chat	Pseudo Differential Operators and Markov Processes	2005	Niels Jacob	2
+	A criterion for invariant measures of Itô processes based on the symbol	2015	Anita Behme Alexander Schnurr	2
+	Solution to an open problem about a transformation on the space of copulas	2014	Fabrizio Durante Juan Fernández Sánchez Wolfgang Trutschnig	2
+	Semilinear copulas	2007	Fabrizio Durante Anna Kolesárová Radko Mesiar Carlo Sempi	2
+ PDF Chat	Distorted Copulas: Constructions and Tail Dependence	2010	Fabrizio Durante Rachele Foschi Peter Sarkoci	2
+	None	1998	René L. Schilling	2
+	A new class of symmetric bivariate copulas	2006	Fabrizio Durante	2
+	Constructing copulas by means of pairs of order statistics	2009	Ali Dolati Manuel Úbeda-Flores	2
+	The Variance Gamma (V.G.) Model for Share Market Returns	1990	Dilip B. Madan E. Seneta	1
+ PDF Chat	The joint distribution of q-additive functions	2001	Michael Drmota	1
+ PDF Chat	Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series	2006	Víctor H. de la Peña Rustam Ibragimov Шатургун Шарахметов	1
+	A method to obtain new copulas from a given one	2005	Patricia M. Morillas	1
+ PDF Chat	On the semimartingale nature of Feller processes with killing	2012	Alexander Schnurr	1
+	Distribution of the values ofq-additive functions on polynomial sequences	1995	N. L. Bassily И. Катаи	1
+	Tail behavior of random sums of negatively associated increments	2010	Jian Zhang Fengyang Cheng Yuebao Wang	1
+	None	1998	René L. Schilling	1
+ PDF Chat	The dimension of the set of zeros and the graph of a symmetric stable process	1962	Robert Blumenthal R. K. Getoor	1
+	Sample path properties of ergodic self-similar processes	1989	Keizo Takashima	1
+	An order-statistics-based method for constructing multivariate distributions with fixed marginals	2008	Rose Baker	1
+ PDF Chat	Some theorems on stable processes	1960	Robert Blumenthal R. K. Getoor	1
+	Geometry of Sets and Measures in Euclidean Spaces: Fractals and Rectifiability	1995	Pertti Mattila	1
+	Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation	2009	Yiqing Chen Kam Chuen Yuen	1
+	On a new construction of 1-Lipschitz aggregation functions, quasi-copulas and copulas	2013	Anna Kolesárová Radko Mesiar Jana Kalická	1
+	Lower bounds of the Hausdorff dimension for the images of Feller processes	2014	Victoria Knopova René L. Schilling J. Wang	1
+	Closure of some heavy-tailed distribution classes under random convolution*	2012	Remigijus Leipus Jonas Šiaulys	1
+ PDF Chat	Sample path properties of processes with stable components	1969	William E. Pruitt S. J. Taylor	1
+	Perturbation of bivariate copulas	2014	Radko Mesiar Magda Komorníková Jozef Komorník	1
+	Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution	1987	Gwo Dong Lin	1
+ PDF Chat	Differential equations driven by rough signals	1998	Terry Lyons	1
+	Asymptotics of randomly stopped sums in the presence of heavy tails	2010	Denis Denisov Sergey Foss Dmitry Korshunov	1
+	Discrimination among some parametric models	1975	Ross L. Prentice	1