Jean JacodProfessor

His main interests are stochastic analysis and limit theorems for stochastic processes. He published two books in this field: “Calcul stochastique et problèmes de martin- gales” in 1979, and “Limit theorems for stochastic processes”, co-authored by A.N. Shiryaev, in 1987. He also published “Malliavin calculus for processes with jumps”, co-authored by K. Bichteler and J.B. Gravereaux, in 1987 and, with P. Protter, the text-book “Probability Essentials”, in 2000.

More recently, his main interests switched toward statistics for processes and, lately, econometrics. In this field, and again with P. Protter, he published in 2011 the book “Discretization of Processes”.