Limit theorems for stochastic processes, Malliavin calculus for jump processes
Awards
Gay-Lussac-Humboldt-Prize (2007)
Scientific career
Fields
Probability
Institutions
Université Pierre et Marie Curie
Doctoral advisor
Jacques Neveu
Doctoral students
Gilles Pages
Jean Jacod (born 1944) is a French mathematician specializing in stochastic processes and probability theory. He has been a professor at the Université Pierre et Marie Curie.[2]
He has made fundamental contributions to a wide range of topics in probability theory including stochastic calculus, limit theorems, martingale problems, Malliavin calculus
and statistics of stochastic processes.
^"CURRICULUM VITAE de Jean JACOD" (PDF). Archived from the original (PDF) on 6 August 2018. Retrieved 14 July 2022.
^"Jean Jacod". Laboratoire de Probabilités, Statistique et Modélisation (LPSM, UMR 8001) (in French). Retrieved 6 August 2018.
JeanJacod (born 1944) is a French mathematician specializing in stochastic processes and probability theory. He has been a professor at the Université...
Siegmund 2001 Peter G. Hall 2003 Donald A. Dawson 2005 Peter Jagers 2007 JeanJacod 2009 Victor Perez-Abreu 2011 Edward C. Waymire 2013 Wilfrid Kendall 2015...
Aléatoires (LPMA). He was the LPMA's director from 1980 until 1989 when JeanJacod became the director. In 1962, Neveu was a chargé de cours (university...
several have a worldwide reputation for their research. These include JeanJacod (the Franco-German Science Award 2008), Paul Deheuvels (a member of the...
Theory and Its Applications. Springer. p. 232. ISBN 978-3-540-00428-8. Jacod, Jean; Protter (2004). Probability Essentials. Springer. p. 37. ISBN 978-3-540-438717...
-drift of U + [ U , L ( Z ) ] {\displaystyle U+[U,{\mathcal {L}}(Z)]} . Jacod, Jean; Shiryaev, Albert Nikolaevich (2003). Limit theorems for stochastic processes...
with respect to the subfiltration Gt, then X is a Gt-semimartingale. (Jacod's Countable Expansion) The property of being a semimartingale is preserved...
doi:10.1016/j.insmatheco.2010.03.007. ISSN 0167-6687. Del Moral, Pierre; Jacod, Jean; Protter, Philip (2001-07-01). "The Monte-Carlo method for filtering...
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