Molchanov, Ilya; Strokorb, Kirstin Max-stable random sup-measures with comonotonic tail dependence. (English) Zbl 1346.60072 Stochastic Processes Appl. 126, No. 9, 2835-2859 (2016). MSC: 60G70 60G57 60D05 91B30 PDFBibTeX XMLCite \textit{I. Molchanov} and \textit{K. Strokorb}, Stochastic Processes Appl. 126, No. 9, 2835--2859 (2016; Zbl 1346.60072) Full Text: DOI arXiv
Molchanov, Ilya; Schmutz, Michael Multiasset derivatives and joint distributions of asset prices. (English) Zbl 1418.91528 Kabanov, Yuri (ed.) et al., Inspired by finance. The Musiela Festschrift. Cham: Springer. 439-459 (2014). MSC: 91G20 60G51 PDFBibTeX XMLCite \textit{I. Molchanov} and \textit{M. Schmutz}, in: Inspired by finance. The Musiela Festschrift. Cham: Springer. 439--459 (2014; Zbl 1418.91528) Full Text: DOI
Molchanov, Ilya; Schmutz, Michael; Stucki, Kaspar Invariance properties of random vectors and stochastic processes based on the zonoid concept. (English) Zbl 1312.60005 Bernoulli 20, No. 3, 1210-1233 (2014). MSC: 60D05 60G09 60G52 PDFBibTeX XMLCite \textit{I. Molchanov} et al., Bernoulli 20, No. 3, 1210--1233 (2014; Zbl 1312.60005) Full Text: DOI arXiv Euclid
Molchanov, Ilya; Stucki, Kaspar Stationarity of multivariate particle systems. (English) Zbl 1321.60072 Stochastic Processes Appl. 123, No. 6, 2272-2285 (2013); corrigendum ibid. 124, No. 4, 1740 (2014). MSC: 60G10 60G55 60G15 45E10 PDFBibTeX XMLCite \textit{I. Molchanov} and \textit{K. Stucki}, Stochastic Processes Appl. 123, No. 6, 2272--2285 (2013; Zbl 1321.60072) Full Text: DOI arXiv
Molchanov, Ilya Convex geometry of max-stable distributions. (English) Zbl 1164.60003 Extremes 11, No. 3, 235-159 (2008). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E07 60D05 PDFBibTeX XMLCite \textit{I. Molchanov}, Extremes 11, No. 3, 235--159 (2008; Zbl 1164.60003) Full Text: DOI arXiv Link