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Last, Günter; Molchanov, Ilya; Schulte, Matthias (2024). Normal approximation of Kabanov–Skorohod integrals on Poisson spaces. Journal of theoretical probability Springer 10.1007/s10959-023-01287-0
Marynych, Alexander; Molchanov, Ilya (2022). Facial structure of strongly convex sets generated by random samples. Advances in mathematics, 395, p. 108086. Elsevier 10.1016/j.aim.2021.108086
Bhattacharjee, Chinmoy; Molchanov, Ilya (2022). Gaussian approximation for sums of region-stabilizing scpores. Electronic journal of probability, 27(none), pp. 1-27. Institute of Mathematical Statistics 10.1214/22-EJP832
Cascos, Ignacio; Li, Qiyu; Molchanov, Ilya (2021). Depth and outliers for samples of sets and random sets distributions. Australian & New Zealand journal of statistics, 63(1), pp. 55-82. Wiley 10.1111/anzs.12326
Li, Qiyu; Molchanov, Ilya; Molinari, Francesca; Peng, Sida (2021). Local regression smoothers with set-valued outcome data. International journal of approximate reasoning, 128, pp. 129-150. Elsevier 10.1016/j.ijar.2020.10.005
Bogdanskii, V. Yu.; Klesov, O. I.; Molchanov, I. (2021). Uniform strong law of large numbers. Methodology and computing in applied probability, 23(2), pp. 461-470. Springer 10.1007/s11009-019-09711-x
Marynych, Alexander; Molchanov, Ilya (2021). Sieving random iterative function systems. Bernoulli, 27(1), pp. 34-65. International Statistical Institute 10.3150/20-BEJ1221
Molchanov, Ilya; Mühlemann, Anja (2021). Nonlinear expectations of random sets. Finance and stochastics, 25(1), pp. 5-41. Springer-Verlag 10.1007/s00780-020-00442-3
Lepinette, Emmanuel; Molchanov, Ilya (2021). Risk arbitrage and hedging to acceptability under transaction costs. Finance and stochastics, 25(1), pp. 101-132. Springer-Verlag 10.1007/s00780-020-00434-3
Molchanov, Ilya; Turin, Riccardo (2021). Convex bodies generated by sublinear expectations of random vectors. Advances in applied mathematics, 131, p. 102251. Elsevier 10.1016/j.aam.2021.102251
Molchanov, Ilya; Nagel, Felix (2020). Diagonal Minkowski classes, zonoid equivalence, and stable laws. Communications in contemporary mathematics, 23(02), p. 1950091. World Scientific Publishing 10.1142/S0219199719500913
Arnold, Sebastian; Molchanov, Ilya; Ziegel, Johanna F. (2020). Bivariate distributions with ordered marginals. Journal of multivariate analysis, 177, p. 104585. Elsevier 10.1016/j.jmva.2019.104585
Bhattacharjee, Chinmoy; Molchanov, Ilya (2020). Convergence to scale-invariant Poisson processes and applications in Dickman approximation. Electronic journal of probability, 25, pp. 1-20. Institute of Mathematical Statistics 10.1214/20-EJP482
Diaye, Marc-Arthur; Koshevoy, Gleb; Molchanov, Ilya (2019). Lift expectations of random sets. Statistics & probability letters, 145, pp. 110-117. North-Holland 10.1016/j.spl.2018.08.015
Klesov, Oleg I.; Molchanov, I. (2019). Uniform strong law of large numbers for random signed measures. In: Modern Mathematics and Mechanics: Fundamentals, Problems and Challenges. Understanding Complex Systems (pp. 335-350). Springer 10.1007/978-3-319-96755-4_18
Haier, Andreas; Molchanov, Ilya (2019). Multivariate risk measures in the non-convex setting. Statistics & risk modeling, 36(1-4), pp. 25-35. de Gruyter 10.1515/strm-2019-0002
Li, Qiyu; Molchanov, Ilya (2019). Optimal design for multivariate multiple linear regression with set-identified response. Journal of statistical planning and inference, 203, pp. 215-223. Elsevier 10.1016/j.jspi.2019.04.003
Lepinette, Emmanuel; Molchanov, Ilya (2019). Conditional cores and conditional convex hulls of random sets. Journal of mathematical analysis and applications, 478(2), pp. 368-392. Elsevier 10.1016/j.jmaa.2019.05.010
Cascos, Ignacio; Molchanov, Ilya (2018). Band Depths Based on Multiple Time Instances. In: Gil, Eduardo; Gil, Eva; Gil, Juan; Gil, María Ángeles (eds.) The Mathematics of the Uncertain. Studies in Systems, Decision and Control: Vol. 142 (pp. 67-78). Cham: Springer 10.1007/978-3-319-73848-2_6
Molchanov, Ilya; Molinari, Francesca (2018). Random sets in econometrics. Econometric Society Monographs: Vol. 60. Cambridge: Cambridge University Press
Evans, Steven N.; Molchanov, Ilya (2018). Polar Decomposition of Scale-Homogeneous Measures with Application to Lévy Measures of Strictly Stable Laws. Journal of theoretical probability, 31(3), pp. 1303-1321. Springer 10.1007/s10959-017-0762-4
Ilienko, Andrii; Molchanov, Ilya (2018). Limit theorems for multidimensional renewal sets. Acta mathematica hungarica, 156(1), pp. 56-81. Springer 10.1007/s10474-018-0806-y
Kopp, Christoph; Molchanov, Ilya (2018). Series representation of time-stable stochastic processes. Probability and mathematical statistics, 38(2), pp. 299-315. Kazimierz Urbanik Center for Probability and Mathematical Statistics 10.19195/0208-4147.38.2.4
Molchanov, Ilya (2017). Theory of random sets. Probability Theory and Stochastic Processes: Vol. 87. London: Springer 10.1007/978-1-4471-7349-6
Klesov, Oleg; Molchanov, Ilya (2017). Moment conditions in strong laws of large numbers for multiple sums and random measures. Statistics and Probability Letters, 131, pp. 56-63. Elsevier 10.1016/j.spl.2017.08.007
Haier, Andreas; Molchanov, Ilya; Schmutz, Michael (2016). Intragroup transfers, intragroup diversification and their risk assessment. Annals of finance, 12(3), pp. 363-392. Springer 10.1007/s10436-016-0284-6
Molchanov, Ilya; Cascos, Ignacio (2016). Multivariate risk measures: a constructive approach based on selections. Mathematical Finance, 26(4), pp. 867-900. Wiley 10.1111/mafi.12078
Molchanov, Ilya; Wespi, Florian (2016). Convex hulls of Levy processes. Electronic communications in probability, 21(69), pp. 1-11. Institute of Mathematical Statistics 10.1214/16-ECP19
Molchanov, Ilya; Strokorb, Kirstin (2016). Max-stable random sup-measures with comonotonic tail dependence. Stochastic processes and their applications, 126(9), pp. 2835-2859. Elsevier 10.1016/j.spa.2016.03.004
Molchanov, Ilya; Zuyev, Sergei (2016). Variational analysis of Poisson processes. In: Peccati, Giovanni; Reitzner, Matthias (eds.) Stochastic Analysis for Poisson Point Processes. Bocconi & Springer Series: Vol. 7 (pp. 81-101). Springer 10.1007/978-3-319-05233-5_3
Molchanov, Ilya (2015). Continued fractions built from convex sets and convex functions. Communications in contemporary mathematics, 17(5), p. 1550003. World Scientific Publishing 10.1142/S0219199715500030
Lachièze-Rey, Raphaël; Molchanov, Ilya (2015). Regularity conditions in the realisability problem in applications to point processes and random closed sets. Annals of applied probability, 25(1), pp. 116-149. Institute of Mathematical Statistics 10.1214/13-AAP990
Molchanov, Ilya; Ralchenko, Kostiantyn (2015). Multifractional Poisson process, multistable subordinator and related limit theorems. Statistics & probability letters, 96, pp. 95-101. Elsevier 10.1016/j.spl.2014.09.011
Molchanov, Ilya; Ralchenko, Kostiantyn (2015). A generalisation of the fractional Brownian field based on non-Euclidean norms. Journal of mathematical analysis and applications, 430(1), pp. 262-278. Elsevier 10.1016/j.jmaa.2015.04.085
Molchanov, Ilya; Molinari, Francesca (2014). Applications of random set theory in econometrics. Annual Review of Economics, 6(1), pp. 229-251. 10.1146/annurev-economics-080213-041205
Kopp, Christoph Peter; Molchanov, Ilya (2014). Large deviations for heavy-tailed random elements in convex cones. Journal of mathematical analysis and applications, 411(1), pp. 271-280. Elsevier 10.1016/j.jmaa.2013.09.042
Molchanov, Ilya; Schmutz, Michael (2014). Multiasset Derivatives and Joint Distributions of Asset Prices. In: Kabanov, Yuri; Rutkowski, Marek; Zariphopoulou, Thaleia (eds.) Inspired by Finance - The Musiela Festschrift (pp. 439-459). Switzerland: Springer 10.1007/978-3-319-02069-3
Molchanov, Ilya; Schmutz, Michael; Stucki, Kaspar (2014). Invariance properties of random vectors and stochastic processes based on the zonoid concept. Bernoulli, 20(3), pp. 1210-1233. International Statistical Institute 10.3150/13-BEJ519
Molchanov, Ilya; Stucki, Kaspar (2013). Stationarity of multivariate particle systems. Stochastic Processes and Their Applications, 123(6), pp. 2272-2285. Elsevier 10.1016/j.spa.2013.02.007
Cascos, Ignacio; Molchanov, Ilya (2013). Choosing a random distribution with prescribed risks. INSURANCE MATHEMATICS & ECONOMICS, 52(3), pp. 599-605. 10.1016/j.insmatheco.2013.03.014
Chevalier, Clément; Ginsbourger, David; Bect, Julien; Molchanov, Ilya (2013). Estimating and quantifying uncertainties on level sets using the Vorob'ev expectation and deviation with Gaussian process models. In: Uciński, Dariusz; Atkinson, Anthony C; Patan, Maciej (eds.) mODa 10 - Advances in Model-Oriented Design and Analysis. Proceedings of the 10th International Workshop in Model-Oriented Design and Analysis Held in Łagów Lubuski, Poland, June 10–14, 2013. Contributions to Statistics (pp. 35-43). Springer 10.1007/978-3-319-00218-7_5
Molchanov, Ilya (2013). Foundations of stochastic geometry and theory of random sets. In: Spodarev, Evgeny (ed.) Stochastic Geometry, Spatial Statistics and Random Fields. Lecture Notes in Mathematics: Vol. 2068 (pp. 1-20). Berlin: Springer 10.1007/978-3-642-33305-7_1
Beresteanu, A.; Molchanov, I.; Molinari, F. (2012). Partial identification using random set theory. Journal of econometrics, 166(1), pp. 17-32. Amsterdam: Elsevier 10.1016/j.jeconom.2011.06.003
Kampf, Jürgen; Last, Günter; Molchanov, Ilya (2012). On the convex hull of symmetric stable processes. Proceedings of the American Mathematical Society, 140(7), pp. 2527-2535. Providence, R.I.: American Mathematical Society
Beresteanu, Arie; Molchanov, Ilya; Molinari, Francesca (2011). Sharp identification regions in models with convex moment predictions. Econometrica, 79(6), pp. 1785-1821. The Econometric Society 10.3982/ECTA8680
Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei (2011). Stability for random measures, point processes and discrete semigroups. Bernoulli, 17(3), pp. 1015-1043. The Hague: International Statistical Institute 10.3150/10-BEJ301
Molchanov, Ilya; Schmutz, Michael (2011). Exchangeability-type properties of asset prices. Advances in applied probability, 43(3), pp. 666-687. Sheffield: Applied Probability Trust 10.1239/aap/1316792665
Daley, Daryl; Kendall, Wilfrid S.; Molchanov, Ilya; Vedel Jensen, Eva (2010). Dietrich Stoyan: A tribute on the occasion of his seventieth birthday. Advances in applied probability, 42(3) Sheffield: Applied Probability Trust
Kendall, W.S.; Molchanov, Ilya (eds.) (2010). New Perspectives in Stochastic Geometry. Oxford: Oxford University Press
Molchanov, Ilya (2010). Random sets in finance and econometrics. In: Kendall, W.S.; Molchanov, I. (eds.) New Perspectives in Stochastic Geometry (pp. 555-572). Oxford: Oxford University Press
Molchanov, Ilya; Schmutz, Michael (2010). Multivariate extension of put-call symmetry. SIAM journal on financial mathematics, 1(1), pp. 396-426. Philadelphia, Pa.: SIAM 10.1137/090754194
Molchanov, Ilya (2009). Convex and star-shaped sets associated with stable distributions. I: Moments and densities. Journal of multivariate analysis, 100(10), pp. 2195-2213. Amsterdam: Elsevier 10.1016/j.jmva.2009.04.003
Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei (2008). Strictly Stable Distributions on Convex Cones. Electronic journal of probability, 13, pp. 259-321. Shaker Heights, Ohio: Institute of Mathematical Statistics
Molchanov, Ilya (2008). Convex geometry of max-stable distributions. Extremes, 11(3), pp. 235-259. Dordrecht: Springer US; http://www.springer-ny.com 10.1007/s10687-008-0055-5
Cascos, Ignacio; Molchanov, Ilya (2007). Multivariate risks and depth-trimmed regions. Finance and stochastics, 11(3), pp. 373-397. Berlin: Springer-Verlag 10.1007/s00780-007-0043-7
Davydov, Youri; Molchanov, Ilya; Zuyev, Sergei (2007). Stable distributions and harmonic analysis on convex cones. Comptes rendus - mathématique, 344(5), pp. 321-326. Paris: Elsevier Masson SAS 10.1016/j.crma.2007.01.015
Horgan, Graham; Molchanov, Ilya; Shcherbakov, Vadim; Zuyev, Sergei (2007). Approximate Models for Bacteria Leaching through Porous Media. Applied mathematics and computation, 188(2), pp. 1941-1954. Amsterdam: Elsevier 10.1016/j.amc.2006.11.077
Molchanov, Ilya; Tontchev, Nikolay (2007). Optimal approximation and quantisation. Journal of mathematical analysis and applications, 325(2), pp. 1410-1429. Amsterdam: Elsevier 10.1016/j.jmaa.2006.02.073
Mayer, Michael; Molchanov, Ilya (2007). Limit theorems for the diameter of a random sample in the unit ball. Extremes, 10(3), pp. 129-150. Dordrecht: Springer Science + Business Media B.V. 10.1007/s10687-007-0038-y
Kaval, Katsiaryna; Molchanov, Ilya (2006). Link-save trading. Journal of mathematical economics, 42(6), pp. 710-728. Amsterdam: Elsevier 10.1016/j.jmateco.2006.03.005
Terán, Pedro; Molchanov, Ilya (2006). The law of large numbers in a metric space with a convex combination operation. Journal of theoretical probability, 19(4), pp. 875-898. New York, N.Y.: Springer 10.1007/s10959-006-0043-0
Molchanov, Ilya (2006). Stability and stochastic geometry. In: Lechnerova, R.; Saxl, I.; Benes, V. (eds.) Proceedings S4G. International Conference on Stereology, Spatial Statistics and Stochastic Geometry. Prague, June 26-29, 2006 (pp. 37-40). Verlag fehlt
Kötzer, Stephan; Molchanov, Ilya (2006). On the domain of attraction for the lower tail in Wicksell's corpuscle problem. In: Lechnerova, R.; Saxl, I.; Benes, V. (eds.) Proceedings S4G. International Conference on Stereology, Spatial Statistics and Stochastic Geometry. Prague, June 26-29, 2006 (pp. 91-96). Verlag fehlt
Molchanov, Ilya (2005). Random closed sets. In: Bilodeau, Michel; Meyer, Fernand; Schmitt, Michel (eds.) Space, structure and randomness. Lecture Notes in Statistics: Vol. 183 (pp. 135-149). Springer, New York 10.1007/0-387-29115-6_7
Mrkvicka, Tomás; Molchanov, Ilya (2005). Optimisation of linear unbiased intensity estimators for point processes. Annals of the Institute of Statistical Mathematics, 57(1), pp. 71-81. Springer 10.1007/BF02506880
Molchanov, Ilya (2005). Theory of random sets. Probability and its Applications. London: Springer 10.1007/1-84628-150-4
Molchanov, Ilya (2004). Applications of random sets in image analysis. How to average a cat and a dog? In: Soft methodology and random information systems. Advances in intelligent and soft computing: Vol. 26 (pp. 8-18). Berlin: Springer
Molchanov, Ilya; Zuyev, Sergei (2004). Optimisation in space of measures and optimal design. ESAIM: Probability and Statistics, 8, pp. 12-24. EDP Sciences 10.1051/ps:2003016
Molchanov, Ilya; Shcherbakov, Vadim; Zuyev, Sergei (2004). Critical growth of a semi-linear process. Journal of Applied Probability, 41(2), pp. 355-367. Applied Probability Trust
Molchanov, Ilya; Scherbakov, Vadim (2003). Coverage of the whole space. Advances in applied probability, 35(4), pp. 898-912. Applied Probability Trust 10.1239/aap/1067436326
Chiu, S. N.; Molchanov, Ilya; Quine, M. P. (2003). Maximum likelihood estimation for germination-growth processes with application to neurotransmitters data. Journal of statistical computation and simulation, 73(10), pp. 725-732. Taylor & Francis 10.1080/0094965031000078855
Hall, Peter; Molchanov, Ilya (2003). Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces. Annals of statistics, 31(3), pp. 921-941. Institute of Mathematical Statistics 10.1214/aos/1056562467
Molchanov, Ilya; Cascos Fernández, Ignacio (2003). A stochastic order for random vectors and random sets based on the Aumann expectation. Statistics & probability letters, 63(3), pp. 295-305. North-Holland 10.1016/S0167-7152(03)00094-4
Chiu, S. N.; Molchanov, Ilya (2003). A new graph related to the directions of nearest neighbours in a point process. Advances in applied probability, 35(1), pp. 47-55. Applied Probability Trust 10.1239/aap/1046366098
Molchanov, Ilya; Terán, Pedro (2003). Distance transforms for real-valued functions. Journal of mathematical analysis and applications, 278(2), pp. 472-484. Elsevier 10.1016/S0022-247X(02)00719-9
Molchanov, Ilya; Zuyev, Sergei (2002). Steepest descent algorithms in a space of measures. Statistics and computing, 12(2), pp. 115-123. Springer 10.1023/A:1014878317736
