The following pages link to Fima Klebaner (Q259224):
Displaying 50 items.
- On the establishment, persistence, and inevitable extinction of populations (Q259225) (← links)
- The Euler-Maruyama approximation for the absorption time of the CEV diffusion (Q432579) (← links)
- On the Markov property of some Brownian martingales (Q449234) (← links)
- Compound Poisson approximation for triangular arrays with application to threshold estimation (Q456255) (← links)
- The Euler-Maruyama approximations for the CEV model (Q553454) (← links)
- (Q588156) (redirect page) (← links)
- (Q592267) (redirect page) (← links)
- Solutions and simulations of some one-dimensional stochastic differential equations (Q607569) (← links)
- What can be observed in real time PCR and when does it show? (Q681657) (← links)
- Conditions for the unlimited growth in multitype population size dependent Galton-Watson processes (Q749472) (← links)
- Option pricing for log-symmetric distributions of returns (Q835680) (← links)
- Likely path to extinction in simple branching models with large initial population (Q871362) (← links)
- Large deviations for processes on half-line (Q894502) (← links)
- Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes (Q909358) (← links)
- Distribution of the Brownian motion on its way to hitting zero (Q1038926) (← links)
- On the renewal measure for Gaussian sequences (Q1080563) (← links)
- Stochastic difference equations and generalized gamma distributions (Q1121604) (← links)
- Large deviations for past-dependent recursions. (Q1130112) (← links)
- On the quasi-stationary distribution for some randomly perturbed transformations of an interval (Q1296633) (← links)
- Autoregressive approximation in branching processes with a threshold (Q1332314) (← links)
- The exit problem for a class of density-dependent branching systems (Q1345590) (← links)
- Some results on the Lotka--Volterra model and its small random perturbations (Q1415878) (← links)
- Random step functions model for interest rates (Q1424709) (← links)
- Moderate deviations for randomly perturbed dynamical systems (Q1593615) (← links)
- Population-dependent branching processes with a threshold (Q1802321) (← links)
- Option price when the stock is a semimartingale (Q1860583) (← links)
- Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742) (← links)
- Asymptotic analysis and extinction in a stochastic Lotka-Volterra model (Q1872443) (← links)
- Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. (Q1872457) (← links)
- Population-size-dependent and age-dependent branching processes. (Q1877397) (← links)
- Sharp conditions for nonexplosions and explosions in Markov jump processes (Q1897184) (← links)
- Expectation of local times and the Dupire formula (Q2145798) (← links)
- Random variation and concentration effects in PCR (Q2177354) (← links)
- On the establishment of a mutant (Q2182293) (← links)
- Convergence of the age structure of general schemes of population processes (Q2295021) (← links)
- Option pricing for symmetric Lévy returns with applications (Q2398586) (← links)
- Tracking volatility (Q2432948) (← links)
- Volatility in options formulae for general stochastic dynamics (Q2438860) (← links)
- The age structure of population-dependent general branching processes in environments with a high carrying capacity (Q2446217) (← links)
- On nonexistence of non-constant volatility in the Black-Scholes formula (Q2471399) (← links)
- Estimation and prediction of a non-constant volatility (Q2471733) (← links)
- A family of non-Gaussian martingales with Gaussian marginals (Q2478414) (← links)
- Mimicking self-similar processes (Q2515501) (← links)
- Large deviations for processes on half-line: random walk and compound Poisson (Q2633584) (← links)
- Fractional Brownian motion and financial modelling (Q2741102) (← links)
- Leland's approach to option pricing: The evolution of a discontinuity (Q2757318) (← links)
- The law of geometric Brownian motion and its integral, revisited; application to conditional moments (Q2782355) (← links)
- Escape from the boundary in Markov population processes (Q2786433) (← links)
- Dependence and Interaction in Branching Processes (Q2838152) (← links)
- On the emergence of random initial conditions in fluid limits (Q2956520) (← links)
