Klebaner Fima C

Publications in Math-Net.Ru

1. 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
2. Large deviations for processes on half-line: Random Walk and Compound Poisson Process
   
   Sib. Èlektron. Mat. Izv., 16 (2019),  1–20
3. The age structure of population-dependent general branching processes in environments with a high carrying capacity
   
   Trudy Mat. Inst. Steklova, 282 (2013),  98–113
4. When a stochastic exponential is a true martingale. Extension of the Beneš method
   
   Teor. Veroyatnost. i Primenen., 58:1 (2013),  53–80
5. Asymptotic analysis of ruin in CEV model
   
   Teor. Veroyatnost. i Primenen., 55:2 (2010),  350–357
6. Tracking the Volatility Function
   
   Probl. Peredachi Inf., 41:3 (2005),  32–50
7. Large Deviations for Past-Dependent Recursions
   
   Probl. Peredachi Inf., 32:4 (1996),  23–34