184 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- V. Zheligovsky20 · h 13
- G. Molchan4 profiles19 · h 21
- D. Sornette3 profiles17 · h 91
- V. Pisarenko16 · h 24
- O. Podvigina14 · h 13
- R. Novikov2 profiles8 · h 25
- R. Chertovskih2 profiles7 · h 8
- U. Frisch6 · h 57
- P. Grinevich2 profiles5 · h 22
- Vladimir Keilis-Borok5 · h 8
- A. Mazel4 · h 13
- J. Lebowitz2 profiles4 · h 90
- Centre National de la Recherche ScientifiqueFR35 papers
- Russian Academy of SciencesRU26 papers
- Observatoire de la Côte d’AzurFR20 papers
- École PolytechniqueFR13 papers
- Lomonosov Moscow State UniversityRU12 papers
- University of California, Los AngelesUS12 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR11 papers
- Landau Institute for Theoretical PhysicsRU10 papers
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT10 papers
- Universidade do PortoPT9 papers
- Institut de Physique de NiceFR8 papers
- ETH ZurichCH7 papers
8 papers · 1 filter
The persistence exponents of Gaussian random fields connected by the Lamperti transform
George Molchan
The (fractional) Brownian sheet is a simplest example of a Gaussian random field X whose covariance is the tensor product of a finite number (d) of nonnegative correlation function…
Leadership exponent in the pursuit problem for 1-D random particles
G. Molchan
For n + 1 particles moving independently on a straight line, we study the question of how long the leading position of one of them can last. Our focus is the asymptotics of the pro…
Integrated fractional Brownian motion: persistence probabilities and their estimates
G. Molchan
The problem is a log-asymptotics of the probability that the Integrated fractional Brownian motion of index 0<H<1 does not exceed a fixed level during long time. For the growing ti…
Variance reduction for discretised diffusions via regression
Denis Belomestny, Stefan Häfner, Tigran Nagapetyan +1
In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and…
Survival exponents for some Gaussian processes
George Molchan
The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated…
Universality of the limit shape of convex lattice polygonal lines
Leonid V. Bogachev, Sakhavat M. Zarbaliev
Let be the set of convex polygonal lines with vertices on and fixed endpoints and . We are concerned with the limi…
On the uniqueness of the branching parameter for a random cascade measure
G. Molchan
An independent random cascade measure is specified by a random generator, a vector of dimension c with non-negative components. The dimension c is called the branching cascade para…
Small values of the maximum for the integral of fractional Brownian motion
G. M. Molchan, A. V. Khokhlov
We consider the integral of fractional Brownian motion (IFBM) and its functionals on the intervals and of the following types: the maximum , the positio…