Jean Jacod Jean Jacod is a French mathematician specializing in Stochastic processes and probability theory . He has been a professor at the Université Pierre et Marie Curie .contributions to a wide range of topics in probability theory including stochastic calculus , limit theorems , martingale problems, Malliavin calculus stochastic processes .Biography Jean Jacod graduated from Ecole Polytechnique in 1965 and obtained his Doctorat d'État in Mathematics from the Université Paris-VI. His advisor was Jacques Neveu .Selected bibliography J. JACOD, P. PROTTER: Asymptotic error distributions for the Euler method for stochastic differential equations . Ann. Probab., 26, 267-307. J. JACOD: Non-parametric kernel estimation of the diffusion for a diffusion process . Scand. J. Statist. 27, 83-96. E. EBERLEIN, J. JACOD, S. RAIBLE: Levy term structure models: no–arbitrage and completeness. Finance and Stochastics, 9, 67–88 J. JACOD: Asymptotic properties of power variations of L'evy processes. ESAIM-PS, 11, 173-196. J. JACOD: Asymptotic properties of realized power variations and associated functionals 129-A of semimartingales. Stoch. Proc. Appl., 118 , 517-559. Y. AIT–SAHALIA, J. JACOD: Testing for jumps in a discretely observed process. Annals of Statistics , 37, 1, 184-222. 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 J. JACOD, Z. KOWALSKI, A. NIKEGHBALI: Mod-Gaussian convergence: new limit theorems in probability and number theory . Forum Math. 23, 835-873. A. DIOP, J. JACOD, V. TODOROV: Central Limit Theorem for Approximate Quadratic Variations of Pure Jump Ito Semimartingales. Stoch. Proc. Appl. 123 , 839-886.
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