activity
20052026
most citedDynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach

24 citations · 83 across the 28 of their papers we have counts for

collaborators

30 papers

math.PR2026

Multitype PCR branching processes

P. Chigansky, F. Klebaner, M. Mrksa +1

To model amplification Polymerase Chain Reaction (PCR) techniques targeting DNA sequences of several types, we introduce a multitype PCR branching process as a generalized version…

math.ST2025

Estimation of rates in population-age-dependent processes by means of test functions

Jie Yen Fan, Kais Hamza, Fima C. Klebaner +1

This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the pro…

math.PR2023★ 1 cited

An approximation of populations on a habitat with large carrying capacity

N. Bauman, P. Chigansky, F. Klebaner

We consider stochastic dynamics of a population which starts from a small colony on a habitat with large but limited carrying capacity. A common heuristics suggests that such popul…

math.PR2019

Limit theorems for multi-type general branching processes with population dependence

Jie Yen Fan, Kais Hamza, Peter Jagers +1

A general multi-type population model is considered, where individuals live and reproduce according to their age and type, but also under the influence of the size and composition…

math.PR2019★ 1 cited

On the establishment of a mutant

J. Baker, P. Chigansky, P. Jagers +1

How long does it take for an initially advantageous mutant to establish itself in a resident population, and what does the population composition look like then? We approach these…

math.PR2018

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

P. Chigansky, P. Jagers, F. C. Klebaner

Many populations, e.g. of cells, bacteria, viruses, or replicating DNA molecules, start small, from a few individuals, and grow large into a noticeable fraction of the environmenta…