Ilya S. Molchanov

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Person:591449

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zbMath Open molchanov.ilya-sMaRDI QIDQ591449

List of research outcomes

PublicationDate of PublicationType
Variational Analysis of Poisson Processes2023-11-17Paper
Depth and outliers for samples of sets and random sets distributions2023-10-20Paper
Normal approximation of Kabanov-Skorohod integrals on Poisson spaces2022-11-03Paper
Extremal behavior of stationary marked point processes2022-10-04Paper
Gaussian approximation for sums of region-stabilizing scores2022-10-04Paper
Generalised convexity with respect to families of affine maps2022-02-16Paper
Facial structure of strongly convex sets generated by random samples2022-01-13Paper
Uniform strong law of large numbers2021-11-09Paper
Convex bodies generated by sublinear expectations of random vectors2021-09-29Paper
Central limit theorem for a birth-growth model with Poisson arrivals and random growth speed2021-07-14Paper
Nonlinear expectations of random sets2021-04-29Paper
Risk arbitrage and hedging to acceptability under transaction costs2021-04-29Paper
Local regression smoothers with set-valued outcome data2021-03-18Paper
Diagonal Minkowski classes, zonoid equivalence, and stable laws2021-01-20Paper
Sieving random iterative function systems2020-12-07Paper
Convergence to scale-invariant Poisson processes and applications in Dickman approximation2020-09-29Paper
Bivariate distributions with ordered marginals2020-03-20Paper
Multivariate risk measures in the non-convex setting2020-01-31Paper
Variational Calculus in the Space of Measures and Optimal Design2019-09-09Paper
Conditional cores and conditional convex hulls of random sets2019-08-21Paper
Optimal design for multivariate multiple linear regression with set-identified response2019-08-09Paper
Uniform Strong Law of Large Numbers for Random Signed Measures2019-07-18Paper
Series Representation of Time-Stable Stochastic Processes2019-04-24Paper
Lift expectations of random sets2019-02-20Paper
Multiasset Derivatives and Joint Distributions of Asset Prices2018-12-13Paper
Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws2018-10-26Paper
Random Sets in Econometrics2018-03-29Paper
Moment conditions in strong laws of large numbers for multiple sums and random measures2017-10-06Paper
Theory of Random Sets2017-08-02Paper
Intragroup transfers, intragroup diversification and their risk assessment2017-05-23Paper
Band depths based on multiple time instances2017-03-27Paper
The semigroup of metric measure spaces and its infinitely divisible probability measures2016-12-13Paper
MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS2016-11-01Paper
Convex hulls of Lévy processes2016-10-07Paper
Partial identification using random set theory2016-08-15Paper
Max-stable random sup-measures with comonotonic tail dependence2016-08-08Paper
Continued fractions built from convex sets and convex functions2015-10-08Paper
A generalisation of the fractional Brownian field based on non-Euclidean norms2015-06-12Paper
Multifractional Poisson process, multistable subordinator and related limit theorems2015-04-01Paper
Large deviations for heavy-tailed random elements in convex cones2015-03-27Paper
Regularity conditions in the realisability problem with applications to point processes and random closed sets2015-02-26Paper
Invariance properties of random vectors and stochastic processes based on the zonoid concept2014-08-08Paper
Stationarity of multivariate particle systems2014-04-10Paper
Choosing a random distribution with prescribed risks2014-04-04Paper
Corrigendum to ``Stationarity of multivariate particle systems2014-02-26Paper
On the convex hull of symmetric stable processes2013-08-22Paper
Foundations of Stochastic Geometry and Theory of Random Sets2013-07-31Paper
Sharp Identification Regions in Models With Convex Moment Predictions2012-06-18Paper
Exchangeability-type properties of asset prices2011-10-10Paper
Stability for random measures, point processes and discrete semigroups2011-09-14Paper
https://portal.mardi4nfdi.de/entity/Q35675142010-06-17Paper
Multivariate Extension of Put-Call Symmetry2010-06-01Paper
Strictly stable distributions on convex cones2009-11-20Paper
Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities2009-11-13Paper
Limit theorems for diameter of a random sample in the unit ball2009-02-28Paper
Convex geometry of max-stable distributions2009-02-28Paper
Multivariate risks and depth-trimmed regions2009-02-28Paper
Geometric extension of put-call symmetry in the multiasset setting2008-06-27Paper
Optimal Poisson quantisation2007-08-23Paper
Approximate models for bacteria leaching through porous media2007-07-10Paper
Stable distributions and harmonic analysis on convex cones2007-04-13Paper
The law of large numbers in a metric space with a convex combination operation2007-02-14Paper
https://portal.mardi4nfdi.de/entity/Q34161492007-01-19Paper
Optimal approximation and quantisation2006-12-07Paper
Link-save trading2006-12-07Paper
Optimisation of linear unbiased intensity estimators for point processes2006-03-09Paper
Theory of Random Sets2005-07-26Paper
https://portal.mardi4nfdi.de/entity/Q31574982005-01-19Paper
Critical growth of a semi-linear process2004-09-24Paper
The random fatigue-limit model in multi-factor experiments2004-06-14Paper
Coverage of the whole space2004-03-07Paper
A new graph related to the directions of nearest neighbours in a point process2004-02-20Paper
A stochastic order for random vectors and random sets based on the Aumann expectation.2004-02-14Paper
Optimisation in space of measures and optimal design2004-02-11Paper
Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces2003-11-10Paper
Distance transforms for real-valued functions2003-05-25Paper
Tangent sets in the space of measures: with applications to variational analysis.2002-07-30Paper
Variational Analysis of Functionals of Poisson Processes2001-11-26Paper
Diffusion-limited aggregation with jumps and flights2001-03-27Paper
Clustering methods based on variational analysis in the space of measures2001-01-01Paper
Central limit theorem for a class of random measures associated with germ-grain models2000-08-10Paper
Smoothing techniques and estimation methods for nonstationary Boolean models with applications to coverage processes2000-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42473971999-12-06Paper
https://portal.mardi4nfdi.de/entity/Q42215671999-12-05Paper
On strong laws of large numbers for random upper semicontinuous functions1999-10-25Paper
https://portal.mardi4nfdi.de/entity/Q42588201999-09-14Paper
A Limit Theorem for Solutions of Inequalities1999-07-04Paper
https://portal.mardi4nfdi.de/entity/Q42275421999-06-29Paper
https://portal.mardi4nfdi.de/entity/Q42278291999-06-23Paper
Shot noise weighted processes: a new family of spatial point processes1999-04-26Paper
A Limit theorem for scaled vacancies of the boolean model1998-09-30Paper
https://portal.mardi4nfdi.de/entity/Q38430001998-08-20Paper
Morphology on convolution lattices with applications to the slope transform and random set theory1998-07-13Paper
https://portal.mardi4nfdi.de/entity/Q43698031998-05-27Paper
https://portal.mardi4nfdi.de/entity/Q27855441997-02-25Paper
Set-Valued Estimators for Mean Bodies Related to Boolean Models1997-02-09Paper
https://portal.mardi4nfdi.de/entity/Q48935201996-10-13Paper
https://portal.mardi4nfdi.de/entity/Q48664141996-07-22Paper
Statistical models of random polyhedra1996-07-02Paper
https://portal.mardi4nfdi.de/entity/Q48788041996-05-21Paper
Statistics of the Boolean model: from the estimation of means to the estimation of distributions1996-04-08Paper
https://portal.mardi4nfdi.de/entity/Q48672551996-04-08Paper
https://portal.mardi4nfdi.de/entity/Q48650841996-02-14Paper
Some Limit Theorems for Extremal and Union Shot‐Noise Processes1996-01-15Paper
https://portal.mardi4nfdi.de/entity/Q48385261995-07-12Paper
https://portal.mardi4nfdi.de/entity/Q33643511995-01-01Paper
https://portal.mardi4nfdi.de/entity/Q42814371994-11-29Paper
Directional analysis of fibre processes related to Boolean models1994-10-30Paper
Asymptotic properties of estimators for parameters of the Boolean model1994-09-19Paper
https://portal.mardi4nfdi.de/entity/Q42943101994-09-08Paper
https://portal.mardi4nfdi.de/entity/Q42759811994-06-30Paper
On distributions of random closed sets and expected convex hulls1994-06-06Paper
Strong law of large numbers for unions of random closed sets1994-06-06Paper
Limit theorems for convex hulls of random sets1994-01-19Paper
Limit theorems for unions of random closed sets1993-12-15Paper
A Consistent Estimate of Parameters of Boolean Models of Random Closed Sets1993-09-22Paper
Handling with Spatial Censored Observations in Statistics of Boolean Models of Random Sets1993-04-01Paper
Random sets. A survey of results and applications1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39870181992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39798781992-06-26Paper
Empirical Estimation of Distribution Quantiles of Random Closed Sets1992-06-25Paper
Empirical associated functionals and their application to the analysis of stable random sets and processes1992-06-25Paper
Estimation of the Size Distribution of Spherical Grains in the Boolean Model1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33497811990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34906841990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34729091989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38144731989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37680871987-01-01Paper
Uniform Laws of Large Numbers for Empirical Associated Functionals of Random Closed Sets1987-01-01Paper
Structure of strictly Markov marked random closed sets1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33274121984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36961001984-01-01Paper

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