Introduction to stochastic calculus with applications FC Klebaner World Scientific Publishing Company, 2012 | 1901 | 2012 |
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 | 125 | 2001 |
On population-size-dependent branching processes FC Klebaner Advances in Applied Probability 16 (1), 30-55, 1984 | 103 | 1984 |
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 | 69 | 2001 |
Geometric rate of growth in population-size-dependent branching processes FC Klebaner Journal of applied probability 21 (1), 40-49, 1984 | 69 | 1984 |
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 | 68 | 2014 |
Population-size-dependent and age-dependent branching processes P Jagers, FC Klebaner Stochastic Processes and their Applications 87 (2), 235-254, 2000 | 68 | 2000 |
Random variation and concentration effects in PCR P Jagers, F Klebaner Journal of Theoretical Biology 224 (3), 299-304, 2003 | 65 | 2003 |
A limit theorem for population-size-dependent branching processes FC Klebaner Journal of applied probability 22 (1), 48-57, 1985 | 50 | 1985 |
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 | 47 | 2015 |
Option price when the stock is a semimartingale F Klebaner | 47 | 2002 |
A family of non-Gaussian martingales with Gaussian marginals K Hamza, FC Klebaner Journal of Applied Mathematics and Stochastic Analysis 2007, 2007 | 46 | 2007 |
On the path to extinction P Jagers, FC Klebaner, S Sagitov Proceedings of the National Academy of Sciences 104 (15), 6107-6111, 2007 | 41 | 2007 |
Stochastic difference equations and generalized gamma distributions FC Klebaner The Annals of Probability, 178-188, 1989 | 41 | 1989 |
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 | 38 | 2011 |
Conditions for integrability of Markov chains K Hamza, FC Klebaner Journal of applied probability 32 (2), 541-547, 1995 | 38 | 1995 |
Optimal portfolios with downside risk F Klebaner, Z Landsman, U Makov, J Yao Quantitative Finance 17 (3), 315-325, 2017 | 37 | 2017 |
Population-dependent branching processes with a threshold FC Klebaner Stochastic processes and their applications 46 (1), 115-127, 1993 | 33 | 1993 |
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 | 32 | 2011 |
Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes FC Klebaner The Annals of Probability 17 (4), 1466-1477, 1989 | 31 | 1989 |