Canceling a Business Rule job doesn't really cancel it!
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It's possible to see a list of business rules in the job console. When clicking the ellipses you can then click "cancel", but that is very misleading, because the Essbase calculation script continues to run. This should be a bug.. either remove the Cancel button, or actually cancel the Essbase calc script. Don't give the impression that it's cancelled, when it is not.
To truly cancel the Essbase calc script, it is possible to launch Rules Manager, then Database Properties, then Sessions, and you can kill a process there, but it can be very difficult to pick the correct process to kill, because there is no information regarding what the process is, or who launched it.
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