Fima C. Klebaner
Fima C. Klebaner
Professor of Statistics, Monash University
Adresse e-mail validée de monash.edu
Titre
Citée par
Citée par
Année
Introduction to stochastic calculus with applications
FC Klebaner
World Scientific Publishing Company, 2005
13822005
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations
RZ Khasminskii, FC Klebaner
The Annals of Applied Probability 11 (3), 952-963, 2001
1032001
On population-size-dependent branching processes
FC Klebaner
Advances in Applied Probability 16 (1), 30-55, 1984
891984
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
642001
Geometric rate of growth in population-size-dependent branching processes
FC Klebaner
Journal of applied probability, 40-49, 1984
621984
Random variation and concentration effects in PCR
P Jagers, F Klebaner
Journal of Theoretical Biology 224 (3), 299-304, 2003
562003
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
552014
Population-size-dependent and age-dependent branching processes
P Jagers, FC Klebaner
Stochastic Processes and their Applications 87 (2), 235-254, 2000
542000
Stochastic difference equations and generalized gamma distributions
FC Klebaner
The Annals of Probability 17 (1), 178-188, 1989
421989
A limit theorem for population-size-dependent branching processes
FC Klebaner
Journal of applied probability 22 (1), 48-57, 1985
421985
A family of non-Gaussian martingales with Gaussian marginals
K Hamza, FC Klebaner
International Journal of Stochastic Analysis 2007, 2007
412007
Option price when the stock is a semimartingale
F Klebaner
Electronic Communications in Probability 7, 79-83, 2002
392002
On the path to extinction
P Jagers, FC Klebaner, S Sagitov
Proceedings of the National Academy of Sciences 104 (15), 6107-6111, 2007
362007
Conditions for integrability of Markov chains
K Hamza, FC Klebaner
Journal of applied probability, 541-547, 1995
341995
Calibrating and pricing with a stochastic-local volatility model
Y Tian, Z Zhu, G Lee, F Klebaner, K Hamza
The Journal of Derivatives 22 (3), 21-39, 2015
322015
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
292011
Population-dependent branching processes with a threshold
FC Klebaner
Stochastic processes and their applications 46 (1), 115-127, 1993
281993
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
262011
Autoregressive approximation in branching processes with a threshold
FC Klebaner, O Nerman
Stochastic processes and their applications 51 (1), 1-7, 1994
261994
Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes
FC Klebaner
The Annals of Probability 17 (4), 1466-1477, 1989
261989
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–20