Yu. M. Kabanov

1.3k total citations
28 papers, 823 citations indexed

About

Yu. M. Kabanov is a scholar working on Finance, Economics and Econometrics and Computational Theory and Mathematics. According to data from OpenAlex, Yu. M. Kabanov has authored 28 papers receiving a total of 823 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Finance, 7 papers in Economics and Econometrics and 5 papers in Computational Theory and Mathematics. Recurrent topics in Yu. M. Kabanov's work include Stochastic processes and financial applications (16 papers), Economic theories and models (5 papers) and advanced mathematical theories (3 papers). Yu. M. Kabanov is often cited by papers focused on Stochastic processes and financial applications (16 papers), Economic theories and models (5 papers) and advanced mathematical theories (3 papers). Yu. M. Kabanov collaborates with scholars based in Russia, France and Ireland. Yu. M. Kabanov's co-authors include Dmitry Kramkov, Albert N. Shiryaev, Wolfgang J. Runggaldier, Giovanni B. Di Masi, C. Stricker, R. Liptser, Elyès Jouini, Alexander Melnikov, Dilip B. Madan and Tomasz R. Bielecki and has published in prestigious journals such as Probability Theory and Related Fields, Russian Mathematical Surveys and Journal of Mathematical Economics.

In The Last Decade

Yu. M. Kabanov

27 papers receiving 687 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Yu. M. Kabanov Russia 14 583 293 149 109 79 28 823
Giulia Di Nunno Norway 11 627 1.1× 206 0.7× 169 1.1× 157 1.4× 136 1.7× 54 783
J. L. Menaldi United States 15 496 0.9× 167 0.6× 129 0.9× 67 0.6× 93 1.2× 57 888
Uwe Küchler Germany 13 633 1.1× 176 0.6× 200 1.3× 70 0.6× 147 1.9× 44 1.0k
Thilo Meyer‐Brandis Norway 14 649 1.1× 316 1.1× 159 1.1× 125 1.1× 51 0.6× 47 841
Alexander Novikov Russia 15 292 0.5× 71 0.2× 87 0.6× 35 0.3× 91 1.2× 65 536
U. G. Haussmann Canada 15 492 0.8× 127 0.4× 125 0.8× 86 0.8× 113 1.4× 29 828
Josef Teichmann Switzerland 17 709 1.2× 200 0.7× 178 1.2× 76 0.7× 156 2.0× 67 966
Giovanni B. Di Masi Italy 11 289 0.5× 145 0.5× 170 1.1× 66 0.6× 35 0.4× 26 530
Richard H. Stockbridge United States 12 225 0.4× 109 0.4× 96 0.6× 31 0.3× 61 0.8× 32 469
Christian Bender Germany 13 528 0.9× 209 0.7× 95 0.6× 81 0.7× 37 0.5× 43 630

Countries citing papers authored by Yu. M. Kabanov

Since Specialization
Citations

This map shows the geographic impact of Yu. M. Kabanov'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 Yu. M. Kabanov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yu. M. Kabanov more than expected).

Fields of papers citing papers by Yu. M. Kabanov

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yu. M. Kabanov. 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 Yu. M. Kabanov. The network helps show where Yu. M. Kabanov may publish in the future.

Co-authorship network of co-authors of Yu. M. Kabanov

This figure shows the co-authorship network connecting the top 25 collaborators of Yu. M. Kabanov. A scholar is included among the top collaborators of Yu. M. Kabanov 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 Yu. M. Kabanov. Yu. M. Kabanov 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.
Kabanov, Yu. M., et al.. (2018). Clearing in Financial Networks. Theory of Probability and Its Applications. 62(2). 252–277. 3 indexed citations
2.
Kabanov, Yu. M., et al.. (2016). Viscosity Solutions of Integro-Differential Equations for Nonruin Probabilities. Theory of Probability and Its Applications. 60(4). 671–679. 4 indexed citations
3.
Kabanov, Yu. M., et al.. (2004). On a Stochastic Optimality of the Feedback Control in the LQG-Problem. Theory of Probability and Its Applications. 48(4). 592–603. 15 indexed citations
4.
Huebner, Marianne, Sergey V. Lototsky, B. L. Rozovskiĭ, & Yu. M. Kabanov. (2001). Asymptotic Properties of an Approximate Maximum Likelihood Estimator for Stochastic PDE's. 38(1). 79–81. 7 indexed citations
5.
Bouchard, Bruno, Yu. M. Kabanov, & Nizar Touzi. (2001). Option pricing by large risk aversion utility¶under transaction costs. Decisions in Economics and Finance. 24(2). 127–136. 19 indexed citations
6.
Jouini, Elyès, Elyès Jouini, Yu. M. Kabanov, et al.. (2001). Option Pricing, Interest Rates and Risk Management. Cambridge University Press eBooks. 145 indexed citations
7.
Kabanov, Yu. M., B. L. Rozovskiĭ, & Albert N. Shiryaev. (1997). Proceedings of Steklov Mathematical Institute Seminar; Statistics and Control of Stochastic Processes. 1–355. 4 indexed citations
8.
Shiryaev, Albert N., Yu. M. Kabanov, Dmitry Kramkov, & Alexander Melnikov. (1995). Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time. Theory of Probability and Its Applications. 39(1). 61–102. 47 indexed citations
9.
Masi, Giovanni B. Di, Yu. M. Kabanov, & Wolfgang J. Runggaldier. (1995). Mean-Variance Hedging of Options on Stocks with Markov Volatilities. Theory of Probability and Its Applications. 39(1). 172–182. 131 indexed citations
10.
Shiryaev, Albert N., et al.. (1995). Toward the Theory of Pricing of Options of Both European and American Types. I. Discrete time. Theory of Probability and Its Applications. 39(1). 14–60. 29 indexed citations
11.
Kabanov, Yu. M.. (1993). On the Probabilistic Representation of a Solution of the Telegraph Equation. Theory of Probability and Its Applications. 37(2). 379–380. 10 indexed citations
12.
Kabanov, Yu. M., et al.. (1992). SINGULAR PERTURBATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS. Mathematics of the USSR-Sbornik. 71(1). 15–27. 4 indexed citations
13.
Kabanov, Yu. M., et al.. (1991). Optimal control of singularly perturbed stochastic linear systems. Stochastics and stochastics reports. 36(2). 109–135. 7 indexed citations
14.
Kabanov, Yu. M., R. Liptser, & Albert N. Shiryaev. (1986). On the variation distance for probability measures defined on a filtered space. Probability Theory and Related Fields. 71(1). 19–35. 25 indexed citations
15.
Kabanov, Yu. M.. (1986). An Estimate of Closeness in Variation of Probability Measures. Theory of Probability and Its Applications. 30(2). 413–417. 1 indexed citations
16.
Kabanov, Yu. M., R. Liptser, & Albert N. Shiryaev. (1984). Weak and Strong Convergence of the Distributions of Counting Processes. Theory of Probability and Its Applications. 28(2). 303–336. 22 indexed citations
17.
Kabanov, Yu. M. & R. Liptser. (1983). On convergence in variation of the distributions of multivariate point processes. Probability Theory and Related Fields. 63(4). 475–485. 12 indexed citations
18.
Kabanov, Yu. M., R. Liptser, & Albert N. Shiryaev. (1980). Some limit theorems for simple point processes (a martingale approach). Stochastics. 3(1-4). 203–216. 30 indexed citations
19.
Kabanov, Yu. M.. (1978). The Capacity of a Channel of the Poisson Type. Theory of Probability and Its Applications. 23(1). 143–147. 100 indexed citations
20.
Kabanov, Yu. M.. (1976). On Extended Stochastic Intervals. Theory of Probability and Its Applications. 20(4). 710–722. 21 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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