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Yuri KavanovYuri Kabanov
Position: Professor
University of Besançon, Comte, France
Laboratoire de Mathématiques, U.F.R. des Sciences et Technologie
e-mail: youri.kabanov@univ-fcomte.fr
Visiting IMI from April 30th to May 6th, 2010.
Research interests:

  • Mathematical Finance (Arbitrage Theory, Markets with Transaction Costs, Risk Theory)
  • Stochastic Calculus, Extended Stochastic Integral
  • Stochastic Calculus, Extended Stochastic Integrals
  • Point Processes
  • Stochastic Control
  • Two-Scale Stochastic Systems
  • Statistics of Random Processes, Nonlinear Filtering
  • Applied Statistics, Regression Analysis
  • Econometrics
  • Mathematical Economics

  • Statistical Software



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