12 citations · 42 across the 35 of their papers we have counts for
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math.PR2014★ 12 cited
A generalisation of the fractional Brownian field based on non-Euclidean norms
Ilya Molchanov, Kostiantyn Ralchenko
We explore a generalisation of the Lévy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admi…
math.PR2014
Multifractional Poisson process, multistable subordinator and related limit theorems
Ilya Molchanov, Kostiantyn Ralchenko
We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson…