Jean Jacod
Jean Jacod (* 1944 ) is a French mathematician who studies stochastics.
Jean Jacod studied at the École Polytechnique with the degree in 1965. He did his doctorate with Jacques Neveu and habilitated (Doctorat d'Etat) in 1972 at the University of Paris VI . He then spent six years at the École des Mines (Center de Morphologie mathématique) in Paris and was then professor at the University of Rennes. From 1983 he was at the University of Paris VI (Pierre et Marie Curie), where he headed the probability theory department from 1987 to 2000.
He deals with stochastic analysis (Malliavin calculus) and stochastic processes (limit theorems).
In 2007 he received the Gay Lussac Humboldt Prize .
Fonts
- Calcul stochastique et Genealogie de martingales, Lecture Notes in Mathematics, Springer 1979
- with Albert Nikolajewitsch Schirjajew : Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften 288, Springer 1987, 2nd edition 2003
- with Philip Protter : Probability Theory Essentials, Springer 2000
- with Klaus Bichteler, Jean-Bernard Gravereaux: Malliavin calculus for processes with jumps, Gordon and Breach 1987
- with P. Protter: Discretization of Processes, Springer 2011
Web links
Individual evidence
- ↑ Jean Jacod in the Mathematics Genealogy Project (English)
| personal data | |
|---|---|
| SURNAME | Jacod, Jean |
| BRIEF DESCRIPTION | French mathematician |
| DATE OF BIRTH | 1944 |