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Kabanov, Yurii Mikhailovich

Total publications: 96 (94)
in MathSciNet: 89 (88)
in zbMATH: 80 (79)
in Web of Science: 48 (47)
in Scopus: 43 (42)
Cited articles: 81
Citations in Math-Net.Ru: 210
Citations in Web of Science: 966
Citations in Scopus: 510
Presentations: 12

Number of views:
This page:3154
Abstract pages:12270
Full texts:2630
References:542
Professor
Doctor of physico-mathematical sciences (1985)
E-mail:
Website: http://ykabanov.perso.math.cnrs.fr/page_kabanov_perso.htm

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http://scholar.google.com/citations?user=3HhvEUcAAAAJ&hl=en
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ISTINA http://istina.msu.ru/workers/92558756
http://www.scopus.com/authid/detail.url?authorId=7003276566

Full list of publications:
| by years | by types | by times cited in WoS | by times cited in Scopus | scientific publications | common list |


1. Yu. M. Kabanov, R. Mokbel, Kh. El Bitar, “Clearing in financial nteworks”, Theory Probab. Appl., 62:2 (2018), 252–277  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
2. Kh. El Bitar, Yu. Kabanov, R. Mokbel, “On uniqueness of clearing vectors reducing the systemic risk”, Inform. i eë primen., 11:1 (2017), 109–118  mathnet (cited: 1)  crossref  elib  scopus (cited: 1)
3. Kh. El Bitar, Yu. Kabanov, R. Mokbel, “Dynamic models of systemic risk and contagion”, Inform. i eë primen., 11:2 (2017), 2–15  mathnet  crossref  elib  scopus
4. Yu. Kabanov, C. Kardaras, Sh. Song, “No arbitrage of the first kind and local martingale numéraires”, Finance Stoch., 20:4 (2016), 1097–1108  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 3)
5. D. De Vallière, Yu. Kabanov, E. Lépinette, “Consumption-investment problem with transaction costs for Lévy-driven price processes”, Finance Stoch., 20:3 (2016), 705–740  crossref  mathscinet  zmath  isi (cited: 5)  scopus (cited: 1)
6. Yu. Kabanov, S. Pergamenshchikov, “In the insurance business risky investments are dangerous: the case of negative risk sums”, Finance Stoch., 20:2 (2016), 355–379  crossref  mathscinet  zmath  isi (cited: 4)  elib  scopus (cited: 7)
7. T. A. Belkina, Yu. M. Kabanov, “Viscosity solutions of integro-differential equations for nonruin probabilities”, Theory Probab. Appl., 60:4 (2016), 671–679  mathnet  crossref  crossref  mathscinet  isi  elib  elib  scopus (cited: 2)
8. Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 60:4 (2016), 531–532  mathnet  crossref  crossref  mathscinet  isi  elib  scopus
9. Yu. Kabanov, E. Lepinette, “On supremal and maximal sets with respect to random partial orders”, Set optimization and applications—the state of the art, Springer Proc. Math. Stat., 151, Springer, Heidelberg, 2015, 275–291  crossref  mathscinet  zmath  scopus
10. Yu. Kabanov, E. Lépinette, “Essential supremum and essential maximum with respect to random preference relations”, J. Math. Econom., 49:6 (2013), 488–495  crossref  mathscinet  zmath  isi (cited: 4)  elib  scopus (cited: 4)
11. Yu. Kabanov, E. Lépinette, “Essential supremum with respect to a random partial order”, J. Math. Econom., 49:6 (2013), 478–487  crossref  mathscinet  zmath  isi (cited: 8)  elib  scopus (cited: 5)
12. Ju. Grépat, Yu. Kabanov, “Small transaction costs, absence of arbitrage and consistent price systems”, Finance Stoch., 16:3 (2012), 357–368  crossref  mathscinet  zmath  isi (cited: 4)  elib  scopus (cited: 2)
13. E. Denis, Yu. Kabanov, “Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs”, Finance Stoch., 16:1 (2012), 135–154  crossref  mathscinet  zmath  isi (cited: 12)  elib  scopus (cited: 11)
14. E. Denis, Yu. Kabanov, “Mean square error for the Leland-Lott hedging strategy: convex pay-offs”, Finance Stoch., 14:4 (2010), 625–667  crossref  mathscinet  zmath  isi (cited: 12)  elib  scopus (cited: 12)
15. M. Gamys, Yu. Kabanov, “Mean square error for the Leland-Lott hedging strategy”, Recent advances in financial engineering, World Sci. Publ., Hackensack, NJ, 2009, 1–25  mathscinet  zmath
16. Yu. Kabanov, M. Safarian, Markets with transaction costs, Springer Finance, Springer-Verlag, Berlin, 2009 , xiv+294 pp.  mathscinet  zmath
17. D. De Vallière, E. Denis, Y. Kabanov, “Hedging of American options under transaction costs”, Finance Stoch., 13:1 (2009), 105–119  crossref  mathscinet  zmath  isi (cited: 12)  elib  scopus (cited: 11)
18. Yu. Kabanov, Ch. Stricker, “On martingale selectors of cone-valued processes”, Séminaire de Probabilités XLI, Lecture Notes in Math., 1934, Springer, Berlin, 2008, 439–442  crossref  mathscinet  zmath  scopus (cited: 3)
19. Yu. Kabanov, “In discrete time a local martingale is a martingale under an equivalent probability measure”, Finance Stoch., 12:3 (2008), 293–297  crossref  mathscinet  zmath  isi (cited: 7)
20. Yu. Kabanov, M. Kijima, S. Rinaz, “A positive interest rate model with sticky barrier”, Quant. Finance, 7:3 (2007), 269–284  crossref  mathscinet  zmath  isi (cited: 3)  elib  scopus (cited: 5)
21. D. De Vallière, Yu. Kabanov, Ch. Stricker, “No-arbitrage criteria for financial markets with transaction costs and incomplete information”, Finance Stoch., 11:2 (2007), 237–251  crossref  mathscinet  zmath  isi (cited: 5)  elib  scopus (cited: 3)
22. Yu. Kabanov, Ch. Stricker, “The Dalang-Morton-Willinger theorem under delayed and restricted information”, In Memoriam Paul-AndrÉ Meyer: Séminaire de Probabilités XXXIX, Lecture Notes in Math., 1874, Springer, Berlin, 2006, 209–213  crossref  mathscinet  zmath  scopus (cited: 5)
23. Yu. Kabanov, Yu. Mishura, L. Sakhno, “Multiparameter generalizations of the Dalang-Morton-Willinger theorem”, From stochastic calculus to mathematical finance, Springer, Berlin, 2006, 333–341  crossref  mathscinet  zmath  isi (cited: 1)
24. Yu. Kabanov, M. Kijima, “A consumption-investment problem with production possibilities”, From stochastic calculus to mathematical finance, Springer, Berlin, 2006, 315–332  crossref  mathscinet  zmath  isi (cited: 1)
25. Yu. Kabanov, Ch. Stricker, “Remarks on the true no-arbitrage property”, Séminaire de Probabilités XXXVIII, Lecture Notes in Math., 1857, Springer, Berlin, 2005, 186–194  crossref  mathscinet  zmath  scopus (cited: 5)
26. J.-M. Courtault, F. Delbaen, Yu. Kabanov, Ch. Stricker, “On the law of one price”, Finance Stoch., 8:4 (2004), 525–530  crossref  mathscinet  zmath  isi (cited: 4)  scopus (cited: 3)
27. Yu. Kabanov, Cl. Klüppelberg, “A geometric approach to portfolio optimization in models with transaction costs”, Finance Stoch., 8:2 (2004), 207–227  crossref  mathscinet  zmath  isi (cited: 16)  scopus (cited: 13)
28. T. A. Belkina, Yu. M. Kabanov, E. L. Presman, “On a stochastic optimality of the feedback control in the LQG-problem”, Theory Probab. Appl., 48:4 (2004), 592–603  mathnet  crossref  crossref  mathscinet  zmath  isi (cited: 6)  scopus (cited: 7)
29. Yu. Kabanov, M. Rásonyi, Ch. Stricker, “On the closedness of sums of convex cones in $L^0$ and the robust no-arbitrage property”, Finance Stoch., 7:3 (2003), 403–411  crossref  mathscinet  zmath  isi (cited: 35)
30. Yu. Kabanov, Ch. Stricker, “On the true submartingale property, d'après Schachermayer”, Séminaire de Probabilités XXXVI, Lecture Notes in Math., 1801, Springer, Berlin, 2003, 413–414  crossref  mathscinet  zmath
31. Yu. Kabanov, S. Pergamenshchikov, Two-scale stochastic systems, Applications of Mathematics (New York), 49, Springer-Verlag, Berlin, 2003 , xiv+266 pp.  mathscinet  zmath
32. Proc. Steklov Inst. Math., 237 (2002), 208–214  mathnet  mathscinet  zmath
33. Yu. M. Kabanov, Ch. Stricker, “Hedging of contingent claims under transaction costs”, Advances in finance and stochastics, Springer, Berlin, 2002, 125–136  crossref  mathscinet  zmath
34. Yu. Kabanov, M. Rásonyi, Ch. Stricker, “No-arbitrage criteria for financial markets with efficient friction”, Finance Stoch., 6:3 (2002), 371–382  crossref  mathscinet  zmath  isi (cited: 56)
35. A. Frolova, Yu. Kabanov, S. Pergamenshchikov, “In the insurance business risky investments are dangerous”, Finance Stoch., 6:2 (2002), 227–235  crossref  mathscinet  zmath  isi (cited: 60)
36. Yu. M. Kabanov, Ch. Stricker, “On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper “Exponential hedging and entropic penalties” [Math. Finance 12 (2002), no. 2, 99–123; MR1891730 (2003b:91046)] by F. Delbaen, P. Grandits, T. Rheinländer, D. Samperi, M. Schweizer and C. Stricker”, Math. Finance, 12:2 (2002), 125–134  crossref  mathscinet  zmath  isi (cited: 72)  scopus (cited: 69)
37. Yu. M. Kabanov, G. Last, “Hedging under transaction costs in currency markets: a continuous-time model”, Math. Finance, 12:1 (2002), 63–70  crossref  mathscinet  zmath  isi (cited: 41)
38. F. Delbaen, Yu. M. Kabanov, E. Valkeila, “Hedging under transaction costs in currency markets: a discrete-time model”, Math. Finance, 12:1 (2002), 45–61  crossref  mathscinet  zmath  isi (cited: 22)  scopus (cited: 17)
39. B. Bouchard, Yu. M. Kabanov, N. Touzi, “Option pricing by large risk aversion utility under transaction costs”, Decis. Econ. Finance, 24:2 (2001), 127–136  crossref  mathscinet  zmath  scopus (cited: 13)
40. Yu. M. Kabanov, “Arbitrage theory”, Option pricing, interest rates and risk management, Handb. Math. Finance, Cambridge Univ. Press, Cambridge, 2001, 3–42  mathscinet  zmath
41. Yu. Kabanov, Ch. Stricker, “A teachers' note on no-arbitrage criteria”, Séminaire de Probabilités XXXV, Lecture Notes in Math., 1755, Springer, Berlin, 2001, 149–152  crossref  mathscinet  zmath
42. Yu. Kabanov, Ch. Stricker, “On equivalent martingale measures with bounded densities”, Séminaire de Probabilités XXXV, Lecture Notes in Math., 1755, Springer, Berlin, 2001, 139–148  crossref  mathscinet  zmath
43. Yu. M. Kabanov, Ch. Stricker, “The Harrison-Pliska arbitrage pricing theorem under transaction costs”, J. Math. Econom., 35:2 (2001), 185–196  crossref  mathscinet  zmath  isi (cited: 59)  scopus (cited: 49)
44. J.-M. Courtault, Yu. Kabanov, B. Bru, P. Crépel, I. Lebon, A. Le Marchand, “Louis Bachelier on the centenary of “Théorie de la spéculation””, Math. Finance, 10:3 (2000), 341–353  crossref  mathscinet  zmath  scopus (cited: 31)
45. Yu. Kabanov, “Hedging and liquidation under transaction costs in currency markets”, Finance Stoch., 3:2 (1999), 237–248  crossref
46. Yu. M. Kabanov, D. O. Kramkov, “Asymptotic arbitrage in large financial markets”, Finance Stoch., 2:2 (1998), 143–172  crossref  mathscinet  zmath
47. H. Föllmer, Yu. M. Kabanov, “Optional decomposition and Lagrange multipliers”, Finance Stoch., 2:1 (1998), 69–81  crossref  mathscinet  zmath
48. T. Björk, G. Di Masi, Yu. Kabanov, W. Runggaldier, “Towards a general theory of bond markets”, Finance Stoch., 1:2 (1997), 141–174  crossref  mathscinet  zmath
49. Yu. M. Kabanov, “On the FTAP of Kreps-Delbaen-Schachermayer”, Statistics and control of stochastic processes (Moscow, 1995/1996), World Sci. Publ., River Edge, NJ, 1997, 191–203  mathscinet  zmath
50. Yu. M. Kabanov, “On the Pontryagin maximum principle for SDEs with a Poisson-type driving noise”, Statistics and control of stochastic processes (Moscow, 1995/1996), World Sci. Publ., River Edge, NJ, 1997, 173–190  mathscinet  zmath
51. T. Björk, Yu. Kabanov, W. Runggaldier, “Bond market structure in the presence of marked point processes”, Math. Finance, 7:2 (1997), 211–239  crossref  mathscinet  zmath  isi (cited: 125)  scopus (cited: 144)
52. Yu. Kabanov, S. Pergamenshchikov, “On convergence of attainability sets for controlled two-scale stochastic linear systems”, SIAM J. Control Optim., 35:1 (1997), 134–159  crossref  mathscinet  zmath  isi (cited: 7)  scopus (cited: 8)
53. Yu. Kabanov, M. Safarian, “On Leland's strategy of option pricing with transaction costs”, Finance Stoch., 1:3 (1997), 239–250  crossref
54. Yu. M. Kabanov, W. J. Runggaldier, “On control of two-scale stochastic systems with linear dynamics in the fast variables”, Math. Control Signals Systems, 9:2 (1996), 107–122  crossref  mathscinet  zmath  isi (cited: 1)  scopus (cited: 3)
55. Yu. M. Kabanov, S. M. Pergamenshchikov, “Large deviations for solutions of singularly perturbed stochastic differential equations”, Russian Math. Surveys, 50:5 (1995), 989–13  mathnet  crossref  mathscinet  zmath  adsnasa  isi  scopus (cited: 1)
56. G. L. Arsenishvili, Yu. M. Kabanov, “On a closed queueing system”, Soobshch. Akad. Nauk Gruzii, 152:3 (1995), 465–469 (1996)  mathscinet  zmath
57. G. B. Di Masi, Yu. M. Kabanov, “A first order approximation for the convergence of distributions of the Cox processes with fast Markov switchings”, Stochastics Stochastics Rep., 54:3-4 (1995), 211–219  crossref  mathscinet  zmath
58. Yu. M. Kabanov, D. O. Kramkov, “No-arbitrage and equivalent martingale measures: an elementary proof of the Harrison–Pliska theorem”, Theory Probab. Appl., 39:3 (1994), 523–527  mathnet  crossref  mathscinet  zmath  isi (cited: 32)
59. Yu. M. Kabanov, D. O. Kramkov, “Large financial markets: asymptotic arbitrage and contiguity”, Theory Probab. Appl., 39:1 (1994), 182–187  mathnet  crossref  mathscinet  zmath  isi (cited: 47)
60. G. B. Di Masi, Yu. M. Kabanov, W. J. Runggaldier, “Mean-variance Hedging of options on stocks with Markov volatilities”, Theory Probab. Appl., 39:1 (1994), 172–182  mathnet  crossref  mathscinet  zmath  isi (cited: 94)
61. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. II. Continuous time”, Theory Probab. Appl., 39:1 (1994), 61–102  mathnet  crossref  mathscinet  zmath  isi (cited: 34)
62. A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. I. Discrete time”, Theory Probab. Appl., 39:1 (1994), 14–60  mathnet  crossref  mathscinet  zmath  isi (cited: 19)
63. G. B. Di Masi, Yu. M. Kabanov, “The strong convergence of two-scale stochastic systems and singular perturbations of filtering equations”, J. Math. Systems Estim. Control, 3:2 (1993), 207–224  mathscinet  zmath
64. Yu. M. Kabanov, “On the Probabilistic Representation of a Solution of the Telegraph Equation”, Theory Probab. Appl., 37:2 (1993), 379–380  mathnet  crossref  mathscinet  zmath
65. Yu. M. Kabanov, S. M. Pergamenshchikov, “Sets of accesibility for controlled stochastic differential equations”, Russian Math. Surveys, 46:1 (1991), 251–252  mathnet  crossref  mathscinet  zmath  isi  scopus
66. Yu. M. Kabanov, S. M. Pergamenshchikov, J. M. Stoyanov, “Asymptotic expansions for singularly perturbed stochastic differential equations”, New trends in probability and statistics (Bakuriani, 1990), v. 1, VSP, Utrecht, 1991, 413–435  mathscinet
67. Yu. M. Kabanov, S. M. Pergamenshchikov, “On optimal control of singularly perturbed stochastic differential equations”, Modeling, estimation and control of systems with uncertainty (Sopron, 1990), Progr. Systems Control Theory, 10, Birkhäuser Boston, Boston, MA, 1991, 200–209  mathscinet
68. Yu. M. Kabanov, S. M. Pergamenshchikov, “Optimal control of singularly perturbed stochastic linear systems”, Stochastics Stochastics Rep., 36:2 (1991), 109–135  crossref  mathscinet  zmath
69. Yu. M. Kabanov, S. M. Pergamenshchikov, “Singular perturbations of stochastic differential equations”, Math. USSR-Sb., 71:1 (1992), 15–27  mathnet  crossref  mathscinet  zmath  adsnasa  isi  scopus (cited: 3)
70. Yu. M. Kabanov, “Contiguity of distributions of multivariate point processes”, Probability theory and mathematical statistics (Kyoto, 1986), Lecture Notes in Math., 1299, Springer, Berlin, 1988, 140–157  crossref  mathscinet
71. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the variation distance for probability measures defined on a filtered space”, Probab. Theory Relat. Fields, 71:1 (1986), 19–35  crossref  mathscinet  zmath  isi (cited: 22)  scopus (cited: 14)
72. Yu. M. Kabanov, “An estimate of the variation distance between probability measures”, Theory Probab. Appl., 30:2 (1986), 413–417  mathnet  crossref  mathscinet  zmath  isi (cited: 1)
73. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Estimates of closeness in variation of probability measures”, Dokl. Akad. Nauk SSSR, 278:2 (1984), 265–268  mathnet  mathscinet  zmath
74. Yu. M. Kabanov, R. Š. Lipcer, A. N. Širyaev, “Weak and strong convergence of distributions of counting processes”, Theory Probab. Appl., 28:2 (1984), 303–336  mathnet  crossref  mathscinet  zmath  isi (cited: 16)
75. Yu. M. Kabanov, R. Sh. Liptser, “On convergence in variation of the distributions of multivariate point processes”, Z. Wahrsch. Verw. Gebiete, 63:4 (1983), 475–485  crossref  mathscinet  zmath  isi (cited: 9)  scopus (cited: 6)
76. Yu. M. Kabanov, “On the existence of a solution in a problem of controlling a counting process”, Math. USSR-Sb., 47:2 (1984), 425–438  mathnet  crossref  mathscinet  zmath  scopus (cited: 1)
77. Yu. M. Kabanov, “On the rate of convergence of distributions of counting processes to the distribution of a counting process with independent increments”, Dokl. Akad. Nauk SSSR, 264:5 (1982), 1052–1056  mathnet  mathscinet  zmath
78. I. V. Evstigneev, Yu. M. Kabanov, “A probabilistic modification of the von Neumann–Gale model”, Russian Math. Surveys, 35:4 (1980), 167–168  mathnet  crossref  mathscinet  zmath  adsnasa  isi  scopus (cited: 2)
79. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the representation of integral-valued random measures and local martingales by means of random measures with deterministic compensators”, Math. USSR-Sb., 39:2 (1981), 267–280  mathnet  crossref  mathscinet  zmath  isi (cited: 2)  scopus (cited: 2)
80. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryayev, “On absolute continuity of probability measures for Markov-Itô processes”, Stochastic Differential Systems, Proc. IFIP-WG 7/1 Working Conf. (Vilnius, 1978), Lecture Notes in Control and Information Sci., 25, Springer, Berlin–New York, 1980, 114–128  crossref  mathscinet
81. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Some limit theorems for simple point processes (a martingale approach)”, Stochastics, 3:3 (1980), 203–216  crossref  mathscinet  zmath
82. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. II”, Math. USSR-Sb., 36:1 (1980), 31–58  mathnet  crossref  mathscinet  zmath  isi (cited: 34)  scopus (cited: 8)
83. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “Absolute continuity and singularity of locally absolutely continuous probability distributions. I”, Math. USSR-Sb., 35:5 (1979), 631–680  mathnet  crossref  mathscinet  zmath  isi (cited: 54)  scopus (cited: 21)
84. Yu. M. Kabanov, “The capacity of a Poisson type channel”, Theory Probab. Appl., 23:1 (1978), 143–147  mathnet  crossref  mathscinet  zmath
85. Yu. Kabanov, R. Liptser, A. Shiryaev, “Necessary and sufficient conditions for absolute continuity of measures corresponding to point (counting) processes”, Proceedings of the International Symposium on Stochastic Differential Equations (Res. Inst. Math. Sci., Kyoto Univ., Kyoto, 1976), Wiley, New York–Chichester–Brisbane, 1978, 111–126  mathscinet
86. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, “On the question of absolute continuity and singularity of probability measures”, Math. USSR-Sb., 33:2 (1977), 203–221  mathnet  crossref  mathscinet  zmath  isi (cited: 17)  scopus (cited: 15)
87. Yu. M. Kabanov, R. Sh. Liptser, A. N. Shiryaev, ““Predictable” criteria for absolute continuity and singularity of probability measures (the continuous time case)”, Dokl. Akad. Nauk SSSR, 237:5 (1977), 1016–1019  mathnet  mathscinet  zmath
88. Yu. M. Kabanov, R. Š. Lipcer, A. N. Širyaev, “Criteria of absolute continuity of measures corresponding to multivariate point processes”, Proceedings of the Third Japan-USSR Symposium on Probability Theory (Tashkent, 1975), Lecture Notes in Math., 550, Springer, Berlin, 1976, 232–252  crossref  mathscinet
89. Yu. M. Kabanov, “On extended stochastic integrals”, Theory Probab. Appl., 20:4 (1976), 710–722  mathnet  crossref  mathscinet  zmath
90. Yu.M. Kabanov, R.Sh. Liptser, A.N. Shiryaev, “Martingalnye metody v teorii tochechnykh protsessov”, Trudy shkoly-seminara po teorii sluchainykh protsessov (Druskininkai, 1974) (Druskininkai, 1974), II, In-t fiz. i matem. AN Lit. SSR, Vilnyus, 1975, 269–354
91. Yu. M. Kabanov, “A generalized Itô formula for an extended stochastic integral with respect to Poisson random measure”, Uspekhi Mat. Nauk, 29:4(178) (1974), 167–168  mathnet  mathscinet  zmath
92. Yu. M. Kabanov, “Integral representation for functionals of processes with independent increments”, Theory Probab. Appl., 19:4 (1975), 853–857  mathnet  crossref  mathscinet  zmath
93. Yu. M. Kabanov, A. V. Skorokhod, “Rasshirennye stokhasticheskie integraly”, Trudy shkoly-seminara po teorii sluchainykh protsessov (Druskininkai, 1974) (Druskininkai, 1974)), I, In-t fiz. i matem. AN Lit. SSR, Vilnyus, 1974, 123–167
94. Yu. M. Kabanov, “Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals”, Theory Probab. Appl., 18:2 (1973), 362–365  mathnet  crossref  mathscinet  zmath
95. Yu. M. Kabanov, A. N. Shiryaev, “Modern problems of financial mathematics”, Theory Probab. Appl., 61:1 (2017), 1–2  mathnet  crossref  crossref  mathscinet  zmath  isi  elib  scopus
96. Yu. Kabanov, “Book review: «Random measures» Olav Kallenberg”, Theory Probab. Appl., 32:1 (1987), 191–195  mathnet  crossref

Presentations in Math-Net.Ru
1. Models of financial markets with small transaction costs
Yu. M. Kabanov
Principle Seminar of the Department of Probability Theory, Moscow State University
September 26, 2018 16:45
2. Критерии арбитража или о пользе геометрического функционального анализа в финансовой математике
Yu. M. Kabanov
Seminar on Theory of Functions of Real Variables
March 30, 2018 18:30
3. On a ruin problem for an insurance company investing reserves in the risky actives
Yu. M. Kabanov
Principle Seminar of the Department of Probability Theory, Moscow State University
March 14, 2018
4. Some aspects of systemic risk
Yu. Kabanov
Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
December 28, 2015 14:45   
5. The arbitrage theory: finishing touches. Lecture 4
Yu. M. Kabanov
School on Stochastics and Financial Mathematics
September 8, 2015 15:30   
6. The arbitrage theory: finishing touches. Lecture 3
Yu. M. Kabanov
School on Stochastics and Financial Mathematics
September 8, 2015 14:30   
7. The arbitrage theory: finishing touches. Lecture 2
Yu. M. Kabanov
School on Stochastics and Financial Mathematics
September 7, 2015 15:30   
8. The arbitrage theory: finishing touches. Lecture 1
Yu. M. Kabanov
School on Stochastics and Financial Mathematics
September 7, 2015 14:30   
9. Absolute continuity of measures, the Girsanov theorem, and Hellinger processes
Yu. M. Kabanov
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 13, 2014 10:45   
10. Opening
V. V. Kozlov, Yu. M. Kabanov
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 13, 2014 09:30   
11. On essential supremum and essential maximum with respect to random partial orders with applications to hedging
Youri Kabanov
International conference "Advanced Finance and Stochastics"
June 27, 2013 15:00   
12. Mathematical finance and mathematics from finance
Yu. Kabanov
International Symposium "Visions in Stochastics (Leaders and their Pupils)"
November 1, 2010 11:00   

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