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Fima C. Klebaner
Fima C. Klebaner
Professor of Statistics, Monash University
Zweryfikowany adres z monash.edu
Tytuł
Cytowane przez
Cytowane przez
Rok
Introduction to stochastic calculus with applications
FC Klebaner
World Scientific Publishing Company, 2012
18932012
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations
RZ Khasminskii, FC Klebaner
Annals of Applied Probability, 952-963, 2001
1242001
On population-size-dependent branching processes
FC Klebaner
Advances in Applied Probability 16 (1), 30-55, 1984
1031984
Market model of stochastic implied volatility with application to the BGM model
A Brace, B Goldys, F Klebaner, R Womersley
Preprint, available at the page http://www. maths. unsw. edu. au/statistics …, 2001
692001
Geometric rate of growth in population-size-dependent branching processes
FC Klebaner
Journal of applied probability 21 (1), 40-49, 1984
691984
When a stochastic exponential is a true martingale. Extension of the Benes method
F Klebaner, R Liptser
Theory of Probability & Its Applications 58 (1), 38-62, 2014
682014
Population-size-dependent and age-dependent branching processes
P Jagers, FC Klebaner
Stochastic Processes and their Applications 87 (2), 235-254, 2000
682000
Random variation and concentration effects in PCR
P Jagers, F Klebaner
Journal of Theoretical Biology 224 (3), 299-304, 2003
652003
A limit theorem for population-size-dependent branching processes
FC Klebaner
Journal of applied probability 22 (1), 48-57, 1985
501985
Calibrating and pricing with a stochastic-local volatility model
Y Tian, Z Zhu, G Lee, F Klebaner, K Hamza
Journal of Derivatives 22 (3), 21, 2015
472015
Option price when the stock is a semimartingale
F Klebaner
472002
A family of non-Gaussian martingales with Gaussian marginals
K Hamza, FC Klebaner
Journal of Applied Mathematics and Stochastic Analysis 2007, 2007
462007
On the path to extinction
P Jagers, FC Klebaner, S Sagitov
Proceedings of the National Academy of Sciences 104 (15), 6107-6111, 2007
412007
Stochastic difference equations and generalized gamma distributions
FC Klebaner
The Annals of Probability, 178-188, 1989
411989
Population-size-dependent, age-structured branching processes linger around their carrying capacity
P Jagers, FC Klebaner
Journal of Applied Probability 48 (A), 249-260, 2011
382011
Conditions for integrability of Markov chains
K Hamza, FC Klebaner
Journal of applied probability 32 (2), 541-547, 1995
381995
Optimal portfolios with downside risk
F Klebaner, Z Landsman, U Makov, J Yao
Quantitative Finance 17 (3), 315-325, 2017
362017
Population-dependent branching processes with a threshold
FC Klebaner
Stochastic processes and their applications 46 (1), 115-127, 1993
331993
Stochasticity in the adaptive dynamics of evolution: the bare bones
FC Klebaner, S Sagitov, VA Vatutin, P Haccou, P Jagers
Journal of biological dynamics 5 (2), 147-162, 2011
322011
Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes
FC Klebaner
The Annals of Probability 17 (4), 1466-1477, 1989
311989
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