Search Results - Jacod, Jean

Jean Jacod

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. 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. Provided by Wikipedia
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  1. 1
    Malliavin calculus for processes with jumps

    Malliavin calculus for processes with jumps by Bichteler, Klaus

    Published 1987
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    Levy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance

    Levy matters I recent progress in theory and applications : foundations, trees and numerical issues in finance

    Published 2010
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