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J. JACOD, Y. LI, P. MYKLAND, M. PODOLSKIJ, M. VETTER: Microstructure noise in the continuous case: the pre-averaging approach. Stoch. Proc. Appl., 119, 7, 2249-2276
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A. DIOP, J. JACOD, V. TODOROV: Central Limit
Theorem for Approximate Quadratic Variations of Pure Jump Ito Semimartingales. Stoch. Proc. Appl. 123, 839-886 (2013).
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J. JACOD: Asymptotic properties of realized power variations and associated functionals 129-A of semimartingales. Stoch. Proc. Appl., 118, 517-559 (2008).
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J. JACOD, P. PROTTER: Asymptotic error distributions for the Euler method for stochastic differential equations. Ann. Probab., 26, 267-307 (1998).
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E. EBERLEIN, J. JACOD, S. RAIBLE: Levy term structure models: no–arbitrage and completeness. Finance and
Stochastics, 9, 67–88 (2005)
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Y. AIT–SAHALIA, J. JACOD: Testing for jumps in a discretely observed process. Annals of
Statistics, 37, 1, 184-222 (2009).
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J. JACOD: Non-parametric kernel estimation of the diffusion for a diffusion process. Scand. J. Statist. 27, 83-96 (2000).
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306:: Mod-Gaussian convergence: new limit theorems in probability and number theory. Forum Math. 23, 835-873 (2011).
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J. JACOD: Asymptotic properties of power variations of L'evy processes. ESAIM-PS, 11, 173-196 (2007).
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173:. He has made fundamental contributions to a wide range of topics in probability theory including
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specializing in stochastic processes and probability theory. He has been a professor at the
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Laboratoire de
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Mathematics from the Université Paris-VI. His advisor was
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85:Limit theorems for stochastic processes,
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225:Limit theorems for stochastic processes
250:Jacod, Jean; Protter, Philip (2012).
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440:21st-century French mathematicians
435:20th-century French mathematicians
320:List of École Polytechnique alumni
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340:"CURRICULUM VITAE de Jean JACOD"
171:Université Pierre et Marie Curie
126:Université Pierre et Marie Curie
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405:Mathematics Genealogy Project
455:French probability theorists
252:Discretization of Processes
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450:École Polytechnique alumni
197:Jean Jacod graduated from
260:10.1007/978-3-642-24127-7
233:10.1007/978-3-662-05265-5
201:in 1965 and obtained his
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98:Gay-Lussac-Humboldt-Prize
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302:J. JACOD, Z. KOWALSKI,
181:, martingale problems,
410:Jean Jacod's Home page
213:Selected bibliography
187:stochastic processes
16:French mathematician
221:Shiryaev, Albert N.
199:Ecole Polytechnique
175:stochastic calculus
76:Ecole Polytechnique
185:and statistics of
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162:(born 1944) is a
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144:Doctoral students
106:Scientific career
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354:. Retrieved
347:the original
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148:Gilles Pages
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425:1948 births
378:(in French)
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326:References
160:Jean Jacod
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314:See also
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