The Euler scheme for Lévy driven stochastic differential equations: Limit theoremsJACOD, Jean.Annals of probability. 2004, Vol 32, Num 3A, pp 1830-1872, issn 0091-1798, 43 p.Article

Asymptotic properties of realized power variations and related functionals of semimartingalesJACOD, Jean.Stochastic processes and their applications. 2008, Vol 118, Num 4, pp 517-559, issn 0304-4149, 43 p.Article

IS BROWNIAN MOTION NECESSARY TO MODEL HIGH-FREQUENCY DATA?AÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2010, Vol 38, Num 5, pp 3093-3128, issn 0090-5364, 36 p.Article

ESTIMATING THE DEGREE OF ACTIVITY OF JUMPS IN HIGH FREQUENCY DATAAÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2009, Vol 37, Num 5, pp 2202-2244, issn 0090-5364, 43 p., aArticle

TESTING FOR COMMON ARRIVALS OF JUMPS FOR DISCRETELY OBSERVED MULTIDIMENSIONAL PROCESSESJACOD, Jean; TODOROV, Viktor.Annals of statistics. 2009, Vol 37, Num 4, pp 1792-1838, issn 0090-5364, 47 p.Article

TESTING WHETHER JUMPS HAVE FINITE OR INFINITE ACTIVITYAÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2011, Vol 39, Num 3, pp 1689-1719, issn 0090-5364, 31 p.Article

Volatility estimators for discretely sampled Lévy processesAÏT-SAHALIA, Yacine; JACOD, Jean.Annals of statistics. 2007, Vol 35, Num 1, pp 355-392, issn 0090-5364, 38 p.Article

Etude de processus stochastiques et application aux statistiques = Stochastic processes and application to statisticsSadi, El-Hocine; Jacod, Jean.1990, 87 p.Thesis

Les problèmes d'arbitrage et de sur-réplication dans les marchés incomplets = The problems of arbitrage and super-replication in incomplete marketsJakubenas, Paulius; Jacod, Jean.2000, 70 p.Thesis

Propriétés asymptotiques de modèles paramétriques associés à l'observation discrétisée de processus de sauts = Asymptotic properties of parametric models associated with the discrete observation of jump processesFar, Hadda; Jacod, Jean.2001, 110 p.Thesis

Théorèmes limites pour les chaînes de Markov : application aux algorithmes stochastiquesLadelli, Lucia; Jacod, Jean.1989, 124 p.Thesis

RÉGULARITÉ ET PROPRIÉTÉS ASYMPTOTIQUES DE MODÈLES STATISTIQUES ASSOCIÉS À CERTAINS PROCESSUS = REGULARITY AND ASYMPTOTIC PROPERTIES OF STATISTICAL MODELS ASSOCIATED TO SOME STOCHASTIC PROCESSESJedidi, Wissem; Jacod, Jean.2000, 110 p.Thesis

Estimation du coefficient de diffusion d'un processus de diffusion en présence d'erreurs d'arrondi = Estimation of the diffusion coefficient in the presence of round-off errorsDelattre, Sylvain; Jacod, Jean.1997, 186 p.Thesis

Sur le calcul de Malliavin avec sauts = On Malliavin calculus with jumpsCoquio, Agnès; Jacod, Jean.1990, 120 p.Thesis

Semigroupes markoviens sur les espaces de Winner et de PoissonWu, Li Ming; Jacod, Jean.1987, 100 p.Thesis

The Monte-Carlo method for filtering with discrete-time observationsDEL MORAL, Pierre; JACOD, Jean; PROTTER, Philip et al.Probability theory and related fields. 2001, Vol 120, Num 3, pp 346-368, issn 0178-8051Article

Explicit form and robustness of martingale representationsJACOD, Jean; MELEARD, Sylvie; PROTTER, Philip et al.Annals of probability. 2000, Vol 28, Num 4, pp 1747-1780, issn 0091-1798Article

Irregular sampling and central limit theorems for power variations: The continuous caseHAYASHI, Takaki; JACOD, Jean; YOSHIDA, Nakahiro et al.Annales de l'I.H.P. Probabilités et statistiques. 2011, Vol 47, Num 4, pp 1197-1218, issn 0246-0203, 22 p.Article

Fonctions caractéristiques des opérateurs du Fock. Analyse différentielle gaussienne. Loi des grands nombres et théorème de la limite centrale pour les distributions sur l'espace de Wiener. Formule de Stokes et formule d'Ito pour le processus anticipatifs à deux paramètres = Characteristic functions of operators on the Fock, Gaussian differential analysis. Law of large numbers and the central limit theorem for distributions on the Wiener space. Stokes and Ito's formulae for anticipative processes in two parametersAMINE, Saïda; USTUNEL, Ali-Suleyman; JACOD, Jean et al.1993, 65 p.Thesis

Lévy matters (I : recent progress in theory and applications: foundations, trees and numerical issues in finance)Duquesne, Thomas; Reichmann, Oleg; Satō, Kenʾichi et al.Lecture notes in mathematics. 2010, Vol 2001, issn 0075-8434, isbn 978-3-642-14006-8 3-642-14006-8, XIV-198 p, isbn 978-3-642-14006-8 3-642-14006-8Book

Microstructure noise in the continuous case: The pre-averaging approachJACOD, Jean; YINGYING LI; MYKLAND, Per A et al.Stochastic processes and their applications. 2009, Vol 119, Num 7, pp 2249-2276, issn 0304-4149, 28 p.Article