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Publications in Math-Net.Ru |
Citations |
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2020 |
| 1. |
F. C. Klebaner, A. V. Logachov, A. A. Mogulskii, “Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line”, Probl. Peredachi Inf., 56:1 (2020), 63–79   ; Problems Inform. Transmission, 56:1 (2020), 56–72   |
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2019 |
| 2. |
F. C. Klebaner, A. A. Mogulskii, “Large deviations for processes on half-line: Random Walk and Compound Poisson Process”, Sib. Èlektron. Mat. Izv., 16 (2019), 1–20 |
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2013 |
| 3. |
K. Hamza, P. Jagers, F. C. Klebaner, “The age structure of population-dependent general branching processes in environments with a high carrying capacity”, Trudy Mat. Inst. Steklova, 282 (2013), 98–113  ; Proc. Steklov Inst. Math., 282 (2013), 90–105 |
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| 4. |
F. Klebaner, R. Liptser, “When a stochastic exponential is a true martingale. Extension of the Beneš method”, Teor. Veroyatnost. i Primenen., 58:1 (2013), 53–80  ; Theory Probab. Appl., 58:1 (2014), 38–62 |
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2010 |
| 5. |
F. K. Klebaner, R. Sh. Liptser, “Asymptotic analysis of ruin in CEV model”, Teor. Veroyatnost. i Primenen., 55:2 (2010), 350–357 ; Theory Probab. Appl., 55:2 (2011), 291–297 |
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2005 |
| 6. |
L. Goldentayer, F. K. Klebaner, R. Sh. Liptser, “Tracking the Volatility Function”, Probl. Peredachi Inf., 41:3 (2005), 32–50 ; Problems Inform. Transmission, 41:3 (2005), 212–229 |
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1996 |
| 7. |
F. K. Klebaner, R. Sh. Liptser, “Large Deviations for Past-Dependent Recursions”, Probl. Peredachi Inf., 32:4 (1996), 23–34 ; Problems Inform. Transmission, 32:4 (1996), 320–330 |
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