Projects per year

## Personal profile

### Biography

Fima works in the School of Mathematical Sciences at Monash University as a Professor

Fima's research areas of interest are:

- Stochastic Processes
- Applied Probability
- Stochastic Calculus
- Financial Mathematics
- Mathematical Biology
- Population Dependent Branching Processes

### Research interests

Stochatsic Processes, Applied Probability, Financial Mathematics, Stochastic Calculus, Mathematical Biology, Population dependent Branching processes.

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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Projects 2002 2019

## RiskLab Projects - Mathematical Sciences

Loeper, G., Hamza, K., Klebaner, F. & Knight, K.

1/01/17 → 31/12/19

Project: Research

## Measure-valued analysis of stochastic populations

Klebaner, F., Barbour, A., Hamza, K. & Jagers, P.

Australian Research Council (ARC), Monash University, The University of Melbourne, Chalmers University of Technology

1/07/15 → 30/12/18

Project: Research

## New approaches to modelling and analysing long-memory random processes

Klebaner, F., Borovkov, K., Novikov, A. & Mishura, Y.

Australian Research Council (ARC)

1/01/15 → 31/12/17

Project: Research

## Stochastic Populations: Theory and Applications

Klebaner, F., Barbour, A. P., Hamza, K. & Jagers, P.

Australian Research Council (ARC), The University of Melbourne

3/01/12 → 30/09/15

Project: Research

## Research Output 1983 2019

## Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach

Zhang, R., Langrené, N., Tian, Y., Zhu, Z., Klebaner, F. & Hamza, K., 2019, In : Quantitative Finance. 19, 3, p. 519-532 14 p.Research output: Contribution to journal › Article › Research › peer-review

## Large Deviations for processes on half-line: Random Walk and Compound Poisson

Klebaner, F. C. & Mogulskii, A. A., 2019, In : Siberian Electronic Mathematical Reports. 16, p. 1-20 20 p.Research output: Contribution to journal › Article › Research › peer-review

## Populations with interaction and environmental dependence: From few, (almost) independent, members into deterministic evolution of high densities

Chigansky, P., Jagers, P. & Klebaner, F. C., 1 Jan 2019, (Accepted/In press) In : Stochastic Models.Research output: Contribution to journal › Article › Research › peer-review

## Instantaneous mutation rate in cancer initiation and progression

Sun, S., Klebaner, F. C., Zhang, X. & Tian, T., 22 Nov 2018, In : BMC Systems Biology. 12, Suppl 6, p. 91-98 8 p.Research output: Contribution to journal › Article › Research › peer-review

## Persistence of small noise and random initial conditions

Baker, J., Chigansky, P., Hamza, K. & Klebaner, F. C., 1 Dec 2018, In : Advances in Applied Probability. 50, A, p. 67-81 15 p.Research output: Contribution to journal › Article › Research › peer-review