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.
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Calcul stochastique et problèmes de martingales
Berlin : New York. Springer-Verlag, 1979Format: Book
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High-frequency financial econometrics
Princeton : Princeton University Press, 2014Other Authors: “…Jacod, Jean…”
Format: Book
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Lévy matters I : recent progress in theory and applications : foundations, trees and numerical issues in finance
Berlin : Springer, 2010Other Authors:Format: Book