F. Klebaner

Identifiers

• name variant F. Klebaner 0.60 · backfill

Papers (6)

1. When a Stochastic Exponential is a True Martingale. Extension of a Method of Bene^s math.PR · 2011 · author #1
2. The Euler-Maruyama approximations for the CEV model math.PR · 2010 · author #2
3. Large Deviations for Past-Dependent Recursions math.PR · 2006 · author #1
4. Asymptotic analysis of ruin in CEV model math.PR · 2005 · author #1
5. Cramer's theorem for nonnegative multivariate point processes with independent increments math.PR · 2005 · author #1
6. Likely path to extinction for simple branching model (Large Deviations approach) math.PR · 2005 · author #1

Mentions

• 1112.0430 #1 · backfill · confidence 0.70 F. Klebaner
• 1005.0728 #2 · backfill · confidence 0.70 F. Klebaner

Frequent Coauthors

• R. Liptser 6 shared papers
• V. Abramov 1 shared papers