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
15042012
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
1112001
On population-size-dependent branching processes
FC Klebaner
Advances in Applied Probability 16 (1), 30-55, 1984
951984
Geometric rate of growth in population-size-dependent branching processes
FC Klebaner
Journal of applied probability 21 (1), 40-49, 1984
661984
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
632001
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
612014
Population-size-dependent and age-dependent branching processes
P Jagers, FC Klebaner
Stochastic Processes and their Applications 87 (2), 235-254, 2000
612000
Random variation and concentration effects in PCR
P Jagers, F Klebaner
Journal of Theoretical Biology 224 (3), 299-304, 2003
582003
A limit theorem for population-size-dependent branching processes
FC Klebaner
Journal of applied probability 22 (1), 48-57, 1985
461985
A family of non-Gaussian martingales with Gaussian marginals
K Hamza, FC Klebaner
Journal of Applied Mathematics and Stochastic Analysis 2007, 2007
432007
Option price when the stock is a semimartingale
F Klebaner
Electronic Communications in Probability 7, 79-83, 2002
432002
Stochastic difference equations and generalized gamma distributions
FC Klebaner
The Annals of Probability, 178-188, 1989
421989
Conditions for integrability of Markov chains
K Hamza, FC Klebaner
Journal of applied probability 32 (2), 541-547, 1995
391995
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
372015
On the path to extinction
P Jagers, FC Klebaner, S Sagitov
Proceedings of the National Academy of Sciences 104 (15), 6107-6111, 2007
352007
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
322011
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
282011
Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes
FC Klebaner
The Annals of Probability 17 (4), 1466-1477, 1989
281989
Population-dependent branching processes with a threshold
FC Klebaner
Stochastic processes and their applications 46 (1), 115-127, 1993
271993
Autoregressive approximation in branching processes with a threshold
FC Klebaner, O Nerman
Stochastic processes and their applications 51 (1), 1-7, 1994
261994
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