Yuri Kabanov#
| Membership Number: | 3188 |
| Membership type: | ORDINARY |
| Section: | MATHEMATICS |
| Elected: | 2012 |
| Main Country of Residence: | FRANCE |
| Homepage(s): | http://ykabanov.perso.math.cnrs.fr/page_kabanov_perso.htm |
Present and Previous Positions
- since 1995 Professor at the University of Franche-Comté, Besançon, France
- 1993 - 1994 Professor at the Bilkent University, Ankara, Turkey
- 1974 - 1995 Researcher, Head of laboratory at Central Economics and Mathematics Institute of Russian Academy of Sciences
Fields of Scholarship
- Mathematical finance (Arbitrage theory)
- Stochastic calculus
- Singularly perturbed stochastic differential equations
- Stochastic control
Honours and Awards
- Mercator Professor at TU Munich (2002)
- Daiwa Chair Professor at University of Kyoto (2003 and 2004)
- Honored by the book dedicated to the 60th anniversary: Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift Springer, 2009
