Mikhail Urusov

492 total citations
35 papers, 221 citations indexed

About

Mikhail Urusov is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Mikhail Urusov has authored 35 papers receiving a total of 221 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 14 papers in Mathematical Physics and 7 papers in Management Science and Operations Research. Recurrent topics in Mikhail Urusov's work include Stochastic processes and financial applications (27 papers), Stochastic processes and statistical mechanics (10 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). Mikhail Urusov is often cited by papers focused on Stochastic processes and financial applications (27 papers), Stochastic processes and statistical mechanics (10 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). Mikhail Urusov collaborates with scholars based in Germany, United Kingdom and Russia. Mikhail Urusov's co-authors include Aleksandar Mijatović, Antje Fruth, Hans Rudolf Lerche, Ludger Rüschendorf, Alexander S. Cherny, Stefan Ankirchner, Thomas Kruse, Stefan S. Hafner, Mihail Zervos and Denis Belomestny and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Annals of Operations Research and Probability Theory and Related Fields.

In The Last Decade

Mikhail Urusov

30 papers receiving 195 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Mikhail Urusov Germany 9 195 80 50 47 20 35 221
Christa Cuchiero Austria 11 263 1.3× 75 0.9× 41 0.8× 52 1.1× 34 1.7× 25 315
Tomoyuki Ichiba United States 10 146 0.7× 82 1.0× 79 1.6× 22 0.5× 10 0.5× 19 222
Craig A. Friedman United States 7 217 1.1× 71 0.9× 17 0.3× 60 1.3× 21 1.1× 38 277
Bruno Dupire United States 5 232 1.2× 71 0.9× 47 0.9× 36 0.8× 24 1.2× 5 271
Yoshio Miyahara Japan 9 283 1.5× 137 1.7× 29 0.6× 69 1.5× 56 2.8× 23 335
José E. Figueroa‐López United States 12 275 1.4× 81 1.0× 30 0.6× 70 1.5× 56 2.8× 33 313
Jeannette H. C. Woerner Germany 10 298 1.5× 106 1.3× 62 1.2× 43 0.9× 17 0.8× 23 326
Erik Ekström Sweden 13 384 2.0× 176 2.2× 37 0.7× 92 2.0× 50 2.5× 54 441
Mitya Boyarchenko United States 10 215 1.1× 33 0.4× 92 1.8× 31 0.7× 23 1.1× 26 297
Jia‐An Yan China 7 102 0.5× 36 0.5× 49 1.0× 80 1.7× 12 0.6× 14 195

Countries citing papers authored by Mikhail Urusov

Since Specialization
Citations

This map shows the geographic impact of Mikhail Urusov's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mikhail Urusov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mikhail Urusov more than expected).

Fields of papers citing papers by Mikhail Urusov

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mikhail Urusov. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mikhail Urusov. The network helps show where Mikhail Urusov may publish in the future.

Co-authorship network of co-authors of Mikhail Urusov

This figure shows the co-authorship network connecting the top 25 collaborators of Mikhail Urusov. A scholar is included among the top collaborators of Mikhail Urusov based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mikhail Urusov. Mikhail Urusov is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Urusov, Mikhail, et al.. (2025). On the Representation Property for 1D General Diffusion Semimartingales. Theory of Probability and Its Applications. 69(4). 579–591.
2.
Kruse, Thomas, et al.. (2022). Self-exciting price impact via negative resilience in stochastic order books. Annals of Operations Research. 336(1-2). 637–659. 1 indexed citations
3.
Urusov, Mikhail, et al.. (2019). Minimal embeddings of integrable processes in a Brownian motion. Russian Mathematical Surveys. 74(5). 953–955. 2 indexed citations
4.
Fruth, Antje, et al.. (2018). Optimal trade execution in order books with stochastic liquidity. Mathematical Finance. 29(2). 507–541. 14 indexed citations
5.
Belomestny, Denis, et al.. (2017). Variance reduction for discretised diffusions via regression. Journal of Mathematical Analysis and Applications. 458(1). 393–418. 8 indexed citations
6.
Belomestny, Denis, S. S. Hafner, & Mikhail Urusov. (2017). Stratified regression-based variance reduction approach for weak approximation schemes. Mathematics and Computers in Simulation. 143. 125–137.
7.
Ankirchner, Stefan, Thomas Kruse, & Mikhail Urusov. (2016). Numerical approximation of irregular SDEs via Skorokhod embeddings. Journal of Mathematical Analysis and Applications. 440(2). 692–715. 5 indexed citations
8.
Ankirchner, Stefan, Thomas Kruse, & Mikhail Urusov. (2016). WLLN for arrays of nonnegative random variables. Statistics & Probability Letters. 122. 73–78. 1 indexed citations
9.
Urusov, Mikhail, et al.. (2014). On the Submartingale/Supermartingale Property of Diffusions in Natural Scale. Труды Математического института им Стеклова. 287(4). 129–139. 1 indexed citations
10.
Urusov, Mikhail, et al.. (2013). A note on delta hedging in markets with jumps. IMA Journal of Applied Mathematics. 79(2). 300–312. 1 indexed citations
11.
Mijatović, Aleksandar & Mikhail Urusov. (2013). On the Loss of the Semimartingale Property at the Hitting Time of a Level. Journal of Theoretical Probability. 28(3). 892–922. 5 indexed citations
12.
Mijatović, Aleksandar & Mikhail Urusov. (2011). A Note on a Paper by Wong and Heyde. Journal of Applied Probability. 48(3). 811–819. 1 indexed citations
13.
Mijatović, Aleksandar & Mikhail Urusov. (2010). Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models. Finance and Stochastics. 16(2). 225–247. 10 indexed citations
14.
Belomestny, Denis, Ludger Rüschendorf, & Mikhail Urusov. (2010). Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation. Theory of Probability and Its Applications. 54(1). 14–28. 1 indexed citations
15.
Engelbert, H. J., Mikhail Urusov, & Martin Walther. (2008). A canonical setting and separating times for continuous local martingales. Stochastic Processes and their Applications. 119(4). 1039–1054. 1 indexed citations
16.
Urusov, Mikhail. (2005). On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems. Theory of Probability and Its Applications. 49(1). 169–176. 15 indexed citations
17.
Urusov, Mikhail, et al.. (2004). Об одном свойстве момента достижения максимума броуновским движением и некоторых задачах оптимальной остановки. Теория вероятностей и ее применения. 49(1). 184–190. 2 indexed citations
18.
Cherny, Alexander S. & Mikhail Urusov. (2004). Separating Times for Measures on Filtered Spaces. Theory of Probability and Its Applications. 48(2). 337–347. 7 indexed citations
19.
Urusov, Mikhail, et al.. (2003). Разделяющие моменты для мер на пространствах с фильтрацией. Теория вероятностей и ее применения. 48(2). 416–427. 1 indexed citations
20.
Urusov, Mikhail, et al.. (2002). Об оптимальном прогнозе момента достижения максимума броуновским движением. Успехи математических наук. 57(1). 165–166. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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