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Fima C. Klebaner
Fima C. Klebaner
Professor of Statistics, Monash University
Verified email at monash.edu
Title
Cited by
Cited by
Year
Introduction to stochastic calculus with applications
FC Klebaner
World Scientific Publishing Company, 2012
18782012
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
Population-size-dependent and age-dependent branching processes
P Jagers, FC Klebaner
Stochastic Processes and their Applications 87 (2), 235-254, 2000
682000
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
672014
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
Stochastic difference equations and generalized gamma distributions
FC Klebaner
The Annals of Probability, 178-188, 1989
411989
On the path to extinction
P Jagers, FC Klebaner, S Sagitov
Proceedings of the National Academy of Sciences 104 (15), 6107-6111, 2007
402007
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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