Edit Profile (opens in new tab) Molchanov, Ilya S. Co-Author Distance Author ID: molchanov.ilya-s Published as: Molchanov, Ilya; Molchanov, I. S.; Molchanov, Ilya S.; Molchanov, I.; Molchanov, I. Eh. more...less Documents Indexed: 139 Publications since 1984, including 5 Books and 11 Additional arXiv Preprints 3 Contributions as Editor Reviewing Activity: 392 Reviews Co-Authors: 58 Co-Authors with 91 Joint Publications 1,469 Co-Co-Authors all top 5 Co-Authors 50 single-authored 11 Zuyev, Sergei 6 Schmutz, Michael 5 Cascos, Ignacio 4 Last, Günter 4 Marynych, Alexander V. 4 Molinari, Francesca 3 Bhattacharjee, Chinmoy 3 Chiu, Sung Nok 3 Davydov, Youri 3 Klesov, Oleg I. 3 Li, Qiyu 3 Shcherbakov, Vadim 3 Stoyan, Dietrich Kurt 3 Stucki, Kaspar 3 Terán, Pedro 3 Turin, Riccardo 2 Beresteanu, Arie 2 Evans, Steven Neil 2 Haier, Andreas 2 Heinrich, Lothar 2 Ilienko, Andrii B. 2 Kendall, Wilfrid S. 2 Kopp, Christoph 2 Kreinovich, Vladik Yakovlevich 2 Lépinette, Emmanuel 2 Mayer, Michael D. 2 Ralchenko, Kostiantyn V. 2 Tontchev, Nikolay 2 van Lieshout, Marie-Colette N. M. 1 Arnold, Sebastian 1 Asmussen, Søren 1 Basrak, Bojan 1 Bogdans’kyĭ, V. Yu. 1 Cascos-Fernández, Ignacio 1 Diaye, Marc-Arthur 1 Dong, Congzao 1 Friel, Nial 1 Hall, Peter Gavin 1 Heijmans, Henk J. A. M. 1 Horgan, Graham W. 1 Jagers, Peter 1 Kabluchko, Zakhar A. 1 Kampf, Jürgen 1 Kaval, K. 1 Koshevoy, Gleb A. 1 Kötzer, Stephan 1 Lachièze-Rey, Raphaël 1 Mrkvička, Tomáš 1 Mühlemann, Anja 1 Nagel, Felix 1 Omey, Edward 1 Peng, Sida 1 Planinić, Hrvoje 1 Quine, Malcolm P. 1 Rogers, Chris B. 1 Schulte, Matthias 1 Strokorb, Kirstin 1 Wespi, Florian 1 Ziegel, Johanna F. all top 5 Serials 8 Advances in Applied Probability 8 Theory of Probability and Mathematical Statistics 7 Journal of Mathematical Analysis and Applications 6 Teoriya Veroyatnosteĭ i eë Primeneniya 6 Statistics & Probability Letters 4 Stochastic Processes and their Applications 3 Theory of Probability and its Applications 3 Electronic Journal of Probability 3 Bernoulli 3 Finance and Stochastics 2 Scandinavian Journal of Statistics 2 Ukrainian Mathematical Journal 2 Biometrical Journal 2 Biometrika 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Probability and Mathematical Statistics 2 Communications in Statistics. Stochastic Models 2 Journal of Theoretical Probability 2 Journal of Statistical Computation and Simulation 2 Geombinatorics 2 Extremes 2 Communications in Contemporary Mathematics 1 Metrika 1 Advances in Mathematics 1 Annals of the Institute of Statistical Mathematics 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Econometrica 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 Journal of Soviet Mathematics 1 Journal of Statistical Planning and Inference 1 Mathematische Nachrichten 1 Mathematics of Operations Research 1 Proceedings of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Advances in Applied Mathematics 1 Insurance Mathematics & Economics 1 Acta Mathematica Hungarica 1 Statistics 1 International Journal of Approximate Reasoning 1 CWI Quarterly 1 The Annals of Applied Probability 1 Stochastics and Stochastics Reports 1 Journal of Mathematical Imaging and Vision 1 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika 1 Electronic Communications in Probability 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Australian & New Zealand Journal of Statistics 1 Methodology and Computing in Applied Probability 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Oberwolfach Reports 1 Econometric Society Monographs 1 Lecture Notes in Mathematics 1 SIAM Journal on Financial Mathematics 1 Annals of Finance 1 Statistics & Risk Modeling 1 Probability Theory and Stochastic Modelling 1 Probability and its Applications 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 117 Probability theory and stochastic processes (60-XX) 36 Statistics (62-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Convex and discrete geometry (52-XX) 8 Measure and integration (28-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Computer science (68-XX) 4 Functional analysis (46-XX) 4 General topology (54-XX) 3 General and overarching topics; collections (00-XX) 3 Real functions (26-XX) 2 Group theory and generalizations (20-XX) 2 Integral equations (45-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 101 Publications have been cited 1,043 times in 785 Documents Cited by ▼ Year ▼ Theory of random sets. Zbl 1109.60001 Molchanov, Ilya 250 2005 Statistics of the Boolean model for practitioners and mathematicians. Zbl 0878.62068 Molchanov, I. 59 1997 Theory of random sets. 2nd edition. Zbl 1406.60006 Molchanov, Ilya 52 2017 Central limit theorem for a class of random measures associated with germ-grain models. Zbl 0941.60025 Heinrich, Lothar; Molchanov, Ilya S. 41 1999 Sharp identification regions in models with convex moment predictions. Zbl 1242.91158 Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca 37 2011 On strong laws of large numbers for random upper semicontinuous functions. Zbl 0959.60003 Molchanov, Ilya S. 34 1999 Multivariate risks and depth-trimmed regions. Zbl 1164.91027 Cascos, Ignacio; Molchanov, Ilya 34 2007 Strictly stable distributions on convex cones. Zbl 1196.60028 Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei 32 2008 A limit theorem for solutions of inequalities. Zbl 0915.60040 Molchanov, Ilya S. 31 1998 Multivariate risk measures: a constructive approach based on selections. Zbl 1368.91183 Molchanov, Ilya; Cascos, Ignacio 31 2016 Convex geometry of max-stable distributions. Zbl 1164.60003 Molchanov, Ilya 24 2008 The law of large numbers in a metric space with a convex combination operation. Zbl 1113.60014 Terán, Pedro; Molchanov, Ilya 19 2006 Statistics of the Boolean model: From the estimation of means to the estimation of distributions. Zbl 0834.62096 Molchanov, Ilya S. 19 1995 Variational analysis of functionals of Poisson processes. Zbl 1018.49022 Molchanov, Ilya; Zuyev, Sergei 16 2000 Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities. Zbl 1196.60029 Molchanov, Ilya 15 2009 Random sets in econometrics. Zbl 1464.62008 Molchanov, Ilya; Molinari, Francesca 14 2018 Limit theorems for unions of random closed sets. Zbl 0790.60015 Molchanov, Ilya S. 14 1993 Conditional cores and conditional convex hulls of random sets. Zbl 1479.60019 Lépinette, Emmanuel; Molchanov, Ilya 14 2019 Limit theorems for diameter of a random sample in the unit ball. Zbl 1164.62003 Mayer, Michael; Molchanov, Ilya 13 2007 Max-stable random sup-measures with comonotonic tail dependence. Zbl 1346.60072 Molchanov, Ilya; Strokorb, Kirstin 13 2016 New perspectives in stochastic geometry. Zbl 1183.60001 12 2010 Invariance properties of random vectors and stochastic processes based on the zonoid concept. Zbl 1312.60005 Molchanov, Ilya; Schmutz, Michael; Stucki, Kaspar 12 2014 Multivariate extension of put-call symmetry. Zbl 1200.91292 Molchanov, Ilya; Schmutz, Michael 10 2010 Asymptotic properties of estimators for parameters of the Boolean model. Zbl 0806.62078 Molchanov, Ilya; Stoyan, Dietrich 10 1994 Partial identification using random set theory. Zbl 1441.62607 Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca 10 2012 Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces. Zbl 1028.62069 Hall, Peter; Molchanov, Ilya 9 2003 Limit theorems for unions of random sets under multiplicative normalization. Zbl 0807.60015 Molchanov, I. S. 8 1993 On the convex hull of symmetric stable processes. Zbl 1284.60094 Kampf, Jürgen; Last, Günter; Molchanov, Ilya 8 2012 Generalized expectations of random closed sets. Zbl 0936.60006 Molchanov, I. S. 7 1995 A general law of large numbers, with applications. Zbl 1111.60004 Terán, Pedro; Molchanov, Ilya 7 2006 Continued fractions built from convex sets and convex functions. Zbl 1372.52012 Molchanov, Ilya 7 2015 Multifractional Poisson process, multistable subordinator and related limit theorems. Zbl 1326.60049 Molchanov, Ilya; Ralchenko, Kostiantyn 7 2015 Stationarity of multivariate particle systems. Zbl 1321.60072 Molchanov, Ilya; Stucki, Kaspar 7 2013 A limit theorem for scaled vacancies of the Boolean model. Zbl 0897.60013 Molchanov, I. S. 6 1996 Regularity conditions in the realisability problem with applications to point processes and random closed sets. Zbl 1358.60022 Lachieze-Rey, Raphael; Molchanov, Ilya 6 2015 Exchangeability-type properties of asset prices. Zbl 1233.60005 Molchanov, Ilya; Schmutz, Michael 5 2011 Tangent sets in the space of measures: with applications to variational analysis. Zbl 1053.49016 Molchanov, Ilya; Zuyev, Sergei 5 2000 Estimation of the size distribution of spherical grains in the Boolean model. Zbl 0727.60017 Molchanov, Ilya S. 5 1990 Empirical estimation of distribution quantiles of random closed sets. Zbl 0745.62031 Molchanov, I. S. 5 1990 Intragroup transfers, intragroup diversification and their risk assessment. Zbl 1398.91330 Haier, Andreas; Molchanov, Ilya; Schmutz, Michael 5 2016 Series representation of time-stable stochastic processes. Zbl 1411.60073 Kopp, Christoph; Molchanov, Ilya 5 2018 Convex hulls of Lévy processes. Zbl 1348.60071 Molchanov, Ilya; Wespi, Florian 5 2016 Variational calculus in the space of measures and optimal design. Zbl 1423.62081 Molchanov, Ilya; Zuyev, Sergei 5 2001 Smoothing techniques and estimation methods for nonstationary Boolean models with applications to coverage processes. Zbl 1066.62523 Molchanov, I. S.; Chiu, S. N. 4 2000 Shot noise weighted processes: A new family of spatial point processes. Zbl 0911.60025 van Lieshout, M. N. M.; Molchanov, I. S. 4 1998 Some limit theorems for extremal and union shot-noise processes. Zbl 0829.60039 Heinrich, L.; Molchanov, I. S. 4 1994 A stochastic order for random vectors and random sets based on the Aumann expectation. Zbl 1103.60303 Fernández, Ignacio Cascos; Molchanov, Ilya 4 2003 Link-save trading. Zbl 1142.91532 Kaval, K.; Molchanov, I. 4 2006 The semigroup of metric measure spaces and its infinitely divisible probability measures. Zbl 1355.43002 Evans, Steven N.; Molchanov, Ilya 4 2017 Distance transforms for real-valued functions. Zbl 1030.68097 Molchanov, Ilya S.; Terán, Pedro 4 2003 Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws. Zbl 1437.28005 Evans, Steven N.; Molchanov, Ilya 4 2018 Stability for random measures, point processes and discrete semigroups. Zbl 1339.60054 Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei 3 2011 Optimisation in space of measures and optimal design. Zbl 1031.62058 Molchanov, Ilya; Zuyev, Sergei 3 2004 Coverage of the whole space. Zbl 1041.60013 Molchanov, Ilya; Scherbakov, Vadim 3 2003 Optimisation of linear unbiased intensity estimators for point processes. Zbl 1083.62077 Mrkvička, Tomáš; Molchanov, Ilya 3 2005 Statistical problems for random sets. Zbl 0887.62095 Molchanov, Ilya 3 1997 A consistent estimate of parameters of Boolean models of random closed sets. Zbl 0776.62020 Molchanov, I. S. 3 1991 A generalisation of the fractional Brownian field based on non-Euclidean norms. Zbl 1319.60109 Molchanov, Ilya; Ralchenko, Kostiantyn 3 2015 Uniform laws of great numbers for empirical accompanying functionals on random closed sets. Zbl 0631.60034 Molchanov, I. S. 2 1987 On convergence of empirical accompanying functionals of stationary random sets. Zbl 0664.60018 Molchanov, I. S. 2 1989 Optimal Poisson quantisation. Zbl 1128.60038 Molchanov, Ilya; Tontchev, Nikolay 2 2007 Random sets in finance and econometrics. Zbl 1201.60013 Molchanov, Ilya 2 2010 On the convergence of random processes generated by polyhedral approximation of convex compacts. Zbl 0852.60011 Molchanov, I. S. 2 1995 Statistical models of random polyhedra. Zbl 0851.60010 Molchanov, I. S.; Stoyan, D. 2 1996 New perspectives in stochastic geometry. Abstracts from the workshop held October 19th – October 25th, 2008. Zbl 1177.60004 2 2008 Clustering methods based on variational analysis in the space of measures. Zbl 1099.62521 van Lieshout, M. N. M.; Molchanov, I. S.; Zuyev, S. A. 2 2001 Maximum likelihood estimation for germination-growth processes with application to neurotransmitters data. Zbl 1042.62016 Chiu, S. N.; Molchanov, I. S.; Quine, M. P. 2 2003 Optimal approximation and quantisation. Zbl 1132.49023 Molchanov, Ilya; Tontchev, Nikolay 2 2007 Structure of strictly Markov marked random closed sets. Zbl 0575.60013 Molchanov, I. S. 2 1985 Applications of random sets in image analysis. How to average a cat and a dog? Zbl 1094.68109 Molchanov, Ilya S. 2 2004 Empirical estimation of quantiles of distributions of random closed sets. Zbl 0727.62041 Molchanov, I. S. 2 1990 Random sets. A survey of results and applications. Zbl 0754.60019 Molchanov, I. S. 2 1991 Directional analysis of fibre processes related to Boolean models. Zbl 0811.60009 Molchanov, I. S.; Stoyan, D. 2 1994 A new graph related to the directions of nearest neighbours in a point process. Zbl 1031.60040 Chiu, S. N.; Molchanov, I. S. 2 2003 Lift expectations of random sets. Zbl 1407.62171 Diaye, Marc-Arthur; Koshevoy, Gleb A.; Molchanov, Ilya 2 2019 Nonlinear expectations of random sets. Zbl 1461.91283 Molchanov, Ilya; Mühlemann, Anja 2 2021 Bivariate distributions with ordered marginals. Zbl 1435.60018 Arnold, Sebastian; Molchanov, Ilya; Ziegel, Johanna F. 2 2020 Uniform laws of large numbers for empirical associated functionals of random closed sets. Zbl 0644.60028 Molchanov, I. S. 1 1987 Stable distributions and harmonic analysis on convex cones. Zbl 1112.60006 Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei 1 2007 A generalization of the Choquet theorem for random sets with a given class of realizations. Zbl 0541.60010 Molchanov, I. Eh. 1 1984 Intersections and shift functions of strong Markov random closed sets. Zbl 0821.60022 Molchanov, Ilya S. 1 1993 An elementary renewal theorem for random compact convex sets. Zbl 0835.60006 Molchanov, Ilya S.; Omey, Edward; Kozarovitzky, Eugene 1 1995 Averaging of random sets and binary images. Zbl 0927.60010 Molchanov, Ilya S. 1 1998 Marked random sets. Zbl 0575.60012 Molchanov, I. Eh. 1 1984 Characterization of universal classes in the Glivenko-Cantelli theorem for random closed sets. Zbl 0696.60015 Molchanov, I. S. 1 1989 Handling with spatial censored observations in statistics of Boolean models of random sets. Zbl 0760.62089 Molchanov, Ilya S. 1 1992 Limit theorems for convex hulls of random sets. Zbl 0779.60011 Molchanov, Ilya S. 1 1993 On distributions of random closed sets and expected convex hulls. Zbl 0789.60009 Molchanov, Ilya S. 1 1993 A limit theorem for intersections of random semi-spaces. Zbl 0861.60056 Molchanov, I. S. 1 1993 Set-valued estimators for mean bodies related to Boolean models. Zbl 0855.62081 Molchanov, I. S. 1 1996 Diagonal Minkowski classes, zonoid equivalence, and stable laws. Zbl 1455.52003 Molchanov, Ilya; Nagel, Felix 1 2021 Depth and outliers for samples of sets and random sets distributions. Zbl 1521.62080 Cascos, Ignacio; Li, Qiyu; Molchanov, Ilya 1 2021 Variational analysis of Poisson processes. Zbl 1528.60048 Molchanov, Ilya; Zuyev, Sergei 1 2016 Convergence to scale-invariant Poisson processes and applications in Dickman approximation. Zbl 1459.60106 Bhattacharjee, Chinmoy; Molchanov, Ilya 1 2020 Foundations of stochastic geometry and theory of random sets. Zbl 1296.60022 Molchanov, Ilya 1 2013 Local regression smoothers with set-valued outcome data. Zbl 1466.62369 Li, Qiyu; Molchanov, Ilya; Molinari, Francesca; Peng, Sida 1 2021 Risk arbitrage and hedging to acceptability under transaction costs. Zbl 1461.91317 Lépinette, Emmanuel; Molchanov, Ilya 1 2021 Gaussian approximation for sums of region-stabilizing scores. Zbl 1498.60087 Bhattacharjee, Chinmoy; Molchanov, Ilya 1 2022 Choosing a random distribution with prescribed risks. Zbl 1284.60098 Cascos, Ignacio; Molchanov, Ilya 1 2013 Multiasset derivatives and joint distributions of asset prices. Zbl 1418.91528 Molchanov, Ilya; Schmutz, Michael 1 2014 Gaussian approximation for sums of region-stabilizing scores. Zbl 1498.60087 Bhattacharjee, Chinmoy; Molchanov, Ilya 1 2022 Nonlinear expectations of random sets. Zbl 1461.91283 Molchanov, Ilya; Mühlemann, Anja 2 2021 Diagonal Minkowski classes, zonoid equivalence, and stable laws. Zbl 1455.52003 Molchanov, Ilya; Nagel, Felix 1 2021 Depth and outliers for samples of sets and random sets distributions. Zbl 1521.62080 Cascos, Ignacio; Li, Qiyu; Molchanov, Ilya 1 2021 Local regression smoothers with set-valued outcome data. Zbl 1466.62369 Li, Qiyu; Molchanov, Ilya; Molinari, Francesca; Peng, Sida 1 2021 Risk arbitrage and hedging to acceptability under transaction costs. Zbl 1461.91317 Lépinette, Emmanuel; Molchanov, Ilya 1 2021 Bivariate distributions with ordered marginals. Zbl 1435.60018 Arnold, Sebastian; Molchanov, Ilya; Ziegel, Johanna F. 2 2020 Convergence to scale-invariant Poisson processes and applications in Dickman approximation. Zbl 1459.60106 Bhattacharjee, Chinmoy; Molchanov, Ilya 1 2020 Conditional cores and conditional convex hulls of random sets. Zbl 1479.60019 Lépinette, Emmanuel; Molchanov, Ilya 14 2019 Lift expectations of random sets. Zbl 1407.62171 Diaye, Marc-Arthur; Koshevoy, Gleb A.; Molchanov, Ilya 2 2019 Uniform strong law of large numbers for random signed measures. Zbl 1481.60094 Klesov, O. I.; Molchanov, I. 1 2019 Random sets in econometrics. Zbl 1464.62008 Molchanov, Ilya; Molinari, Francesca 14 2018 Series representation of time-stable stochastic processes. Zbl 1411.60073 Kopp, Christoph; Molchanov, Ilya 5 2018 Polar decomposition of scale-homogeneous measures with application to Lévy measures of strictly stable laws. Zbl 1437.28005 Evans, Steven N.; Molchanov, Ilya 4 2018 Theory of random sets. 2nd edition. Zbl 1406.60006 Molchanov, Ilya 52 2017 The semigroup of metric measure spaces and its infinitely divisible probability measures. Zbl 1355.43002 Evans, Steven N.; Molchanov, Ilya 4 2017 Multivariate risk measures: a constructive approach based on selections. Zbl 1368.91183 Molchanov, Ilya; Cascos, Ignacio 31 2016 Max-stable random sup-measures with comonotonic tail dependence. Zbl 1346.60072 Molchanov, Ilya; Strokorb, Kirstin 13 2016 Intragroup transfers, intragroup diversification and their risk assessment. Zbl 1398.91330 Haier, Andreas; Molchanov, Ilya; Schmutz, Michael 5 2016 Convex hulls of Lévy processes. Zbl 1348.60071 Molchanov, Ilya; Wespi, Florian 5 2016 Variational analysis of Poisson processes. Zbl 1528.60048 Molchanov, Ilya; Zuyev, Sergei 1 2016 Continued fractions built from convex sets and convex functions. Zbl 1372.52012 Molchanov, Ilya 7 2015 Multifractional Poisson process, multistable subordinator and related limit theorems. Zbl 1326.60049 Molchanov, Ilya; Ralchenko, Kostiantyn 7 2015 Regularity conditions in the realisability problem with applications to point processes and random closed sets. Zbl 1358.60022 Lachieze-Rey, Raphael; Molchanov, Ilya 6 2015 A generalisation of the fractional Brownian field based on non-Euclidean norms. Zbl 1319.60109 Molchanov, Ilya; Ralchenko, Kostiantyn 3 2015 Invariance properties of random vectors and stochastic processes based on the zonoid concept. Zbl 1312.60005 Molchanov, Ilya; Schmutz, Michael; Stucki, Kaspar 12 2014 Multiasset derivatives and joint distributions of asset prices. Zbl 1418.91528 Molchanov, Ilya; Schmutz, Michael 1 2014 Stationarity of multivariate particle systems. Zbl 1321.60072 Molchanov, Ilya; Stucki, Kaspar 7 2013 Foundations of stochastic geometry and theory of random sets. Zbl 1296.60022 Molchanov, Ilya 1 2013 Choosing a random distribution with prescribed risks. Zbl 1284.60098 Cascos, Ignacio; Molchanov, Ilya 1 2013 Partial identification using random set theory. Zbl 1441.62607 Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca 10 2012 On the convex hull of symmetric stable processes. Zbl 1284.60094 Kampf, Jürgen; Last, Günter; Molchanov, Ilya 8 2012 Sharp identification regions in models with convex moment predictions. Zbl 1242.91158 Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca 37 2011 Exchangeability-type properties of asset prices. Zbl 1233.60005 Molchanov, Ilya; Schmutz, Michael 5 2011 Stability for random measures, point processes and discrete semigroups. Zbl 1339.60054 Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei 3 2011 New perspectives in stochastic geometry. Zbl 1183.60001 12 2010 Multivariate extension of put-call symmetry. Zbl 1200.91292 Molchanov, Ilya; Schmutz, Michael 10 2010 Random sets in finance and econometrics. Zbl 1201.60013 Molchanov, Ilya 2 2010 Convex and star-shaped sets associated with multivariate stable distributions. I: Moments and densities. Zbl 1196.60029 Molchanov, Ilya 15 2009 Strictly stable distributions on convex cones. Zbl 1196.60028 Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei 32 2008 Convex geometry of max-stable distributions. Zbl 1164.60003 Molchanov, Ilya 24 2008 New perspectives in stochastic geometry. Abstracts from the workshop held October 19th – October 25th, 2008. Zbl 1177.60004 2 2008 Multivariate risks and depth-trimmed regions. Zbl 1164.91027 Cascos, Ignacio; Molchanov, Ilya 34 2007 Limit theorems for diameter of a random sample in the unit ball. Zbl 1164.62003 Mayer, Michael; Molchanov, Ilya 13 2007 Optimal Poisson quantisation. Zbl 1128.60038 Molchanov, Ilya; Tontchev, Nikolay 2 2007 Optimal approximation and quantisation. Zbl 1132.49023 Molchanov, Ilya; Tontchev, Nikolay 2 2007 Stable distributions and harmonic analysis on convex cones. Zbl 1112.60006 Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei 1 2007 The law of large numbers in a metric space with a convex combination operation. Zbl 1113.60014 Terán, Pedro; Molchanov, Ilya 19 2006 A general law of large numbers, with applications. Zbl 1111.60004 Terán, Pedro; Molchanov, Ilya 7 2006 Link-save trading. Zbl 1142.91532 Kaval, K.; Molchanov, I. 4 2006 Theory of random sets. Zbl 1109.60001 Molchanov, Ilya 250 2005 Optimisation of linear unbiased intensity estimators for point processes. Zbl 1083.62077 Mrkvička, Tomáš; Molchanov, Ilya 3 2005 Optimisation in space of measures and optimal design. Zbl 1031.62058 Molchanov, Ilya; Zuyev, Sergei 3 2004 Applications of random sets in image analysis. How to average a cat and a dog? Zbl 1094.68109 Molchanov, Ilya S. 2 2004 Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces. Zbl 1028.62069 Hall, Peter; Molchanov, Ilya 9 2003 A stochastic order for random vectors and random sets based on the Aumann expectation. Zbl 1103.60303 Fernández, Ignacio Cascos; Molchanov, Ilya 4 2003 Distance transforms for real-valued functions. Zbl 1030.68097 Molchanov, Ilya S.; Terán, Pedro 4 2003 Coverage of the whole space. Zbl 1041.60013 Molchanov, Ilya; Scherbakov, Vadim 3 2003 Maximum likelihood estimation for germination-growth processes with application to neurotransmitters data. Zbl 1042.62016 Chiu, S. N.; Molchanov, I. S.; Quine, M. P. 2 2003 A new graph related to the directions of nearest neighbours in a point process. Zbl 1031.60040 Chiu, S. N.; Molchanov, I. S. 2 2003 Variational calculus in the space of measures and optimal design. Zbl 1423.62081 Molchanov, Ilya; Zuyev, Sergei 5 2001 Clustering methods based on variational analysis in the space of measures. Zbl 1099.62521 van Lieshout, M. N. M.; Molchanov, I. S.; Zuyev, S. A. 2 2001 Variational analysis of functionals of Poisson processes. Zbl 1018.49022 Molchanov, Ilya; Zuyev, Sergei 16 2000 Tangent sets in the space of measures: with applications to variational analysis. Zbl 1053.49016 Molchanov, Ilya; Zuyev, Sergei 5 2000 Smoothing techniques and estimation methods for nonstationary Boolean models with applications to coverage processes. Zbl 1066.62523 Molchanov, I. S.; Chiu, S. N. 4 2000 Central limit theorem for a class of random measures associated with germ-grain models. Zbl 0941.60025 Heinrich, Lothar; Molchanov, Ilya S. 41 1999 On strong laws of large numbers for random upper semicontinuous functions. Zbl 0959.60003 Molchanov, Ilya S. 34 1999 A limit theorem for solutions of inequalities. Zbl 0915.60040 Molchanov, Ilya S. 31 1998 Shot noise weighted processes: A new family of spatial point processes. Zbl 0911.60025 van Lieshout, M. N. M.; Molchanov, I. S. 4 1998 Averaging of random sets and binary images. Zbl 0927.60010 Molchanov, Ilya S. 1 1998 Statistics of the Boolean model for practitioners and mathematicians. Zbl 0878.62068 Molchanov, I. 59 1997 Statistical problems for random sets. Zbl 0887.62095 Molchanov, Ilya 3 1997 A limit theorem for scaled vacancies of the Boolean model. Zbl 0897.60013 Molchanov, I. S. 6 1996 Statistical models of random polyhedra. Zbl 0851.60010 Molchanov, I. S.; Stoyan, D. 2 1996 Set-valued estimators for mean bodies related to Boolean models. Zbl 0855.62081 Molchanov, I. S. 1 1996 Statistics of the Boolean model: From the estimation of means to the estimation of distributions. Zbl 0834.62096 Molchanov, Ilya S. 19 1995 Generalized expectations of random closed sets. Zbl 0936.60006 Molchanov, I. S. 7 1995 On the convergence of random processes generated by polyhedral approximation of convex compacts. Zbl 0852.60011 Molchanov, I. S. 2 1995 An elementary renewal theorem for random compact convex sets. Zbl 0835.60006 Molchanov, Ilya S.; Omey, Edward; Kozarovitzky, Eugene 1 1995 Asymptotic properties of estimators for parameters of the Boolean model. Zbl 0806.62078 Molchanov, Ilya; Stoyan, Dietrich 10 1994 Some limit theorems for extremal and union shot-noise processes. Zbl 0829.60039 Heinrich, L.; Molchanov, I. S. 4 1994 Directional analysis of fibre processes related to Boolean models. Zbl 0811.60009 Molchanov, I. S.; Stoyan, D. 2 1994 Limit theorems for unions of random closed sets. Zbl 0790.60015 Molchanov, Ilya S. 14 1993 Limit theorems for unions of random sets under multiplicative normalization. Zbl 0807.60015 Molchanov, I. S. 8 1993 Intersections and shift functions of strong Markov random closed sets. Zbl 0821.60022 Molchanov, Ilya S. 1 1993 Limit theorems for convex hulls of random sets. Zbl 0779.60011 Molchanov, Ilya S. 1 1993 On distributions of random closed sets and expected convex hulls. Zbl 0789.60009 Molchanov, Ilya S. 1 1993 A limit theorem for intersections of random semi-spaces. Zbl 0861.60056 Molchanov, I. S. 1 1993 Handling with spatial censored observations in statistics of Boolean models of random sets. Zbl 0760.62089 Molchanov, Ilya S. 1 1992 A consistent estimate of parameters of Boolean models of random closed sets. Zbl 0776.62020 Molchanov, I. S. 3 1991 Random sets. A survey of results and applications. Zbl 0754.60019 Molchanov, I. S. 2 1991 Estimation of the size distribution of spherical grains in the Boolean model. Zbl 0727.60017 Molchanov, Ilya S. 5 1990 Empirical estimation of distribution quantiles of random closed sets. Zbl 0745.62031 Molchanov, I. S. 5 1990 Empirical estimation of quantiles of distributions of random closed sets. Zbl 0727.62041 Molchanov, I. S. 2 1990 On convergence of empirical accompanying functionals of stationary random sets. Zbl 0664.60018 Molchanov, I. S. 2 1989 Characterization of universal classes in the Glivenko-Cantelli theorem for random closed sets. Zbl 0696.60015 Molchanov, I. S. 1 1989 Uniform laws of great numbers for empirical accompanying functionals on random closed sets. Zbl 0631.60034 Molchanov, I. S. 2 1987 Uniform laws of large numbers for empirical associated functionals of random closed sets. Zbl 0644.60028 Molchanov, I. S. 1 1987 Structure of strictly Markov marked random closed sets. Zbl 0575.60013 Molchanov, I. S. 2 1985 A generalization of the Choquet theorem for random sets with a given class of realizations. Zbl 0541.60010 Molchanov, I. Eh. 1 1984 ...and 1 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 972 Authors 51 Molchanov, Ilya S. 20 Terán, Pedro 17 Heinrich, Lothar 16 Schmidt, Volker 13 Hu, Yijun 13 Last, Günter 13 Lépinette, Emmanuel 11 Zuyev, Sergei 10 Cascos, Ignacio 10 Chen, Yanhong 10 Hug, Daniel 10 López-Díaz, Miguel 9 Colubi, Ana 9 Hashorva, Enkelejd 9 Rudloff, Birgit 8 Feinstein, Zachary 8 Fraiman, Ricardo 8 Gil, María Angeles 8 Penrose, Mathew D. 8 Quang, Nguyen Van 8 Thäle, Christoph 7 Cuevas, Antonio 7 Kabluchko, Zakhar A. 7 Mai, Jan-Frederik 7 Pawlas, Zbyněk 7 Wang, Yizao 7 Yukich, Joseph Elliott 6 Ararat, Çağın 6 Davydov, Youri 6 Schmelzer, Bernhard 6 Schreiber, Tomasz 6 Staňková Helisová, Kateřina 6 Trutschnig, Wolfgang 5 Ballani, Felix 5 Calka, Pierre 5 Cholaquidis, Alejandro 5 Dombry, Clément 5 Ginsbourger, David 5 Gloaguen, Catherine 5 González-Rodríguez, Gil 5 Hamel, Andreas H. 5 Hirsch, Christian 5 Kaido, Hiroaki 5 Lachièze-Rey, Raphaël 5 Montenegro, Manuel 5 Mosler, Karl Clemens 5 Nagel, Werner 5 Rotem, Liran 5 Schlather, Martin 5 Schmutz, Michael 5 Schulte, Matthias 5 Spodarev, Evgueni 5 Stoev, Stilian A. 5 Thuan, Nguyen Tran 5 Villa, Elena 4 Brunel, Victor-Emmanuel 4 Capasso, Vincenzo 4 Davini, Andrea 4 Hong, Dug Hun 4 La Torre, Davide 4 Molinari, Francesca 4 Moller, Jesper 4 Mozharovskyi, Pavlo 4 Neuhäuser, David Werner 4 Nguyen, Hung Trung 4 Polonik, Wolfgang 4 Privault, Nicolas 4 Pronzato, Luc 4 Resnick, Sidney Ira 4 Samorodnitsky, Gennady Pinkhosovich 4 Scherer, Matthias 4 Segers, Johan 4 Siconolfi, Antonio 4 Strokorb, Kirstin 4 Sun, Fei 4 Tamer, Elie 3 Augustin, Thomas 3 Bachoc, François 3 Baíllo, Amparo 3 Bect, Julien 3 Bhattacharya, Ayan 3 Blanco-Fernández, Angela 3 Bongiorno, Enea Giuseppe 3 Camerlenghi, Federico 3 Chen, Yen-Chi 3 Das, Bikramjit 3 Davydov, Yu. A. 3 Destercke, Sébastien 3 Ðogaš, Vesna Gotovac 3 Dubois, Didier 3 Emery, Xavier 3 Ferger, Dietmar 3 Infusino, Maria 3 Kiderlen, Markus 3 Kim, Yun Kyong 3 Klatt, Michael Andreas 3 Kohlas, Jürg 3 Kuna, Tobias 3 Lavancier, Frédéric 3 Li, Qiyu ...and 872 more Authors all top 5 Cited in 206 Serials 36 Advances in Applied Probability 33 Statistics & Probability Letters 31 Journal of Econometrics 29 Fuzzy Sets and Systems 28 International Journal of Approximate Reasoning 22 Extremes 21 Journal of Multivariate Analysis 20 Bernoulli 19 Journal of Mathematical Analysis and Applications 15 The Annals of Applied Probability 13 Stochastic Processes and their Applications 12 The Annals of Statistics 12 Information Sciences 11 Electronic Journal of Probability 10 The Annals of Probability 10 Insurance Mathematics & Economics 10 Journal of Theoretical Probability 10 Computational Statistics and Data Analysis 10 Methodology and Computing in Applied Probability 9 Lithuanian Mathematical Journal 9 Scandinavian Journal of Statistics 9 Advances in Mathematics 9 Stochastic Analysis and Applications 8 Journal of Statistical Computation and Simulation 8 Finance and Stochastics 8 Stochastics 7 Journal of Statistical Planning and Inference 7 Annals of Operations Research 7 Electronic Journal of Statistics 6 Journal of Statistical Physics 6 Annals of the Institute of Statistical Mathematics 6 Journal of Applied Probability 6 Transactions of the American Mathematical Society 6 Probability Theory and Related Fields 6 Stochastic Models 6 ALEA. 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Serie Quarta ...and 106 more Serials all top 5 Cited in 46 Fields 464 Probability theory and stochastic processes (60-XX) 288 Statistics (62-XX) 124 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 66 Convex and discrete geometry (52-XX) 64 Measure and integration (28-XX) 41 Computer science (68-XX) 33 Numerical analysis (65-XX) 33 Operations research, mathematical programming (90-XX) 29 Functional analysis (46-XX) 23 Real functions (26-XX) 21 Statistical mechanics, structure of matter (82-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 15 Dynamical systems and ergodic theory (37-XX) 13 Mathematical logic and foundations (03-XX) 13 General topology (54-XX) 11 Combinatorics (05-XX) 11 Differential geometry (53-XX) 11 Biology and other natural sciences (92-XX) 11 Systems theory; control (93-XX) 10 Information and communication theory, circuits (94-XX) 8 Geophysics (86-XX) 7 Partial differential equations (35-XX) 7 Operator theory (47-XX) 5 Order, lattices, ordered algebraic structures (06-XX) 5 Ordinary differential equations (34-XX) 5 Approximations and expansions (41-XX) 5 Integral equations (45-XX) 4 Integral transforms, operational calculus (44-XX) 3 Difference and functional equations (39-XX) 3 Geometry (51-XX) 3 Algebraic topology (55-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 History and biography (01-XX) 2 Group theory and generalizations (20-XX) 2 Abstract harmonic analysis (43-XX) 2 Mechanics of deformable solids (74-XX) 1 General and overarching topics; collections (00-XX) 1 Number theory (11-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) Citations by Year