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. 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 (1998). *J. JACOD: Non-parametric kernel estimation of the diffusion for a diffusion process. Scand. J. Statist. 27, 83-96 (2000). * E. EBERLEIN, J. JACOD, S. RAIBLE: Levy term structure models: no–arbitrage and completeness. Finance and Stochastics, 9 ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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France
France (), officially the French Republic ( ), is a country primarily located in Western Europe. It also comprises of Overseas France, overseas regions and territories in the Americas and the Atlantic Ocean, Atlantic, Pacific Ocean, Pacific and Indian Oceans. Its Metropolitan France, metropolitan area extends from the Rhine to the Atlantic Ocean and from the Mediterranean Sea to the English Channel and the North Sea; overseas territories include French Guiana in South America, Saint Pierre and Miquelon in the North Atlantic, the French West Indies, and many islands in Oceania and the Indian Ocean. Due to its several coastal territories, France has the largest exclusive economic zone in the world. France borders Belgium, Luxembourg, Germany, Switzerland, Monaco, Italy, Andorra, and Spain in continental Europe, as well as the Kingdom of the Netherlands, Netherlands, Suriname, and Brazil in the Americas via its overseas territories in French Guiana and Saint Martin (island), ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Stochastic Processes
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, cryptography and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples of such stochastic processes include the Wiener process or Brownian motion pro ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Pierre And Marie Curie University Alumni
Pierre is a masculine given name. It is a French form of the name Peter. Pierre originally meant "rock" or "stone" in French (derived from the Greek word πέτρος (''petros'') meaning "stone, rock", via Latin "petra"). It is a translation of Aramaic כיפא (''Kefa),'' the nickname Jesus gave to apostle Simon Bar-Jona, referred in English as Saint Peter. Pierre is also found as a surname. People with the given name * Abbé Pierre, Henri Marie Joseph Grouès (1912–2007), French Catholic priest who founded the Emmaus Movement * Monsieur Pierre, Pierre Jean Philippe Zurcher-Margolle (c. 1890–1963), French ballroom dancer and dance teacher * Pierre (footballer), Lucas Pierre Santos Oliveira (born 1982), Brazilian footballer * Pierre, Baron of Beauvau (c. 1380–1453) * Pierre, Duke of Penthièvre (1845–1919) * Pierre, marquis de Fayet (died 1737), French naval commander and Governor General of Saint-Domingue * Prince Pierre, Duke of Valentinois (1895–1964), fathe ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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21st-century French Mathematicians
The 1st century was the century spanning AD 1 ( I) through AD 100 ( C) according to the Julian calendar. It is often written as the or to distinguish it from the 1st century BC (or BCE) which preceded it. The 1st century is considered part of the Classical era, epoch, or historical period. The 1st century also saw the appearance of Christianity. During this period, Europe, North Africa and the Near East fell under increasing domination by the Roman Empire, which continued expanding, most notably conquering Britain under the emperor Claudius ( AD 43). The reforms introduced by Augustus during his long reign stabilized the empire after the turmoil of the previous century's civil wars. Later in the century the Julio-Claudian dynasty, which had been founded by Augustus, came to an end with the suicide of Nero in AD 68. There followed the famous Year of Four Emperors, a brief period of civil war and instability, which was finally brought to an end by Vespasian, ninth Roman emper ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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1948 Births
Events January * January 1 ** The General Agreement on Tariffs and Trade (GATT) is inaugurated. ** The Constitution of New Jersey (later subject to amendment) goes into effect. ** The railways of Britain are nationalized, to form British Railways. * January 4 – Burma gains its independence from the United Kingdom, becoming an independent republic, named the ''Union of Burma'', with Sao Shwe Thaik as its first President, and U Nu its first Prime Minister. * January 5 ** Warner Brothers shows the first color newsreel (''Tournament of Roses Parade'' and the ''Rose Bowl Game''). ** The first Kinsey Reports, Kinsey Report, ''Sexual Behavior in the Human Male'', is published in the United States. * January 7 – Mantell UFO incident: Kentucky Air National Guard pilot Thomas Mantell crashes while in pursuit of an unidentified flying object. * January 12 – Mahatma Gandhi begins his fast-unto-death in Delhi, to stop communal violence during the Partition of India. * ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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List Of École Polytechnique Alumni
This is a list of notable people affiliated with the École Polytechnique École may refer to: * an elementary school in the French educational stages normally followed by secondary education establishments (collège and lycée) * École (river), a tributary of the Seine flowing in région Île-de-France * École, Savoi .... Alumni of the École Polytechnique are traditionally referred to as "X", or "X''nnnn''", where ''nnnn'' stands for the year of admission into the school. Nobel laureates Science, technology, and mathematics Humanities, arts, and social sciences Business Politics and public service Military Aviators and astronauts Religious leaders References {{DEFAULTSORT:List Of Ecole Polytechnique Alumni ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Ashkan Nikeghbali
Ashkan Nikeghbali Cisakht ( fa, اشکان نیکبالی; born 1975) is a mathematician and university professor . He holds the chair of Financial Mathematics at the University of Zurich. Academic career Nikeghbali obtained his PhD at the Pierre and Marie Curie University in 2005 with the thesis "Temps aléatoires, filtrations et sous-martingales: quelques développements récents", supervised by Marc Yor. Prior to that, he was a researcher from February 2004 to July 2004 at the Isaac Newton Institute on the topic of "Random matrix approaches in number theory." After completing his PhD, Nikeghbali first worked as a postdoctoral researcher at the American Institute of Mathematics (under the direction of Brian Conrey) at Rochester University. In June 2006, he was appointed Heinz-Hopf Lecturer at ETH Zurich. In March 2007, Nikeghbali was appointed assistant professor at the Institute of Mathematics at the University of Zurich. He was promoted to Extraordinary Professor of App ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Doctorat D'État
Habilitation is the highest university degree, or the procedure by which it is achieved, in many European countries. The candidate fulfills a university's set criteria of excellence in research, teaching and further education, usually including a dissertation. The degree, abbreviated "Dr. habil." (Doctor habilitatus) or "PD" (for "Privatdozent"), is a qualification for professorship in those countries. The conferral is usually accompanied by a lecture to a colloquium as well as a public inaugural lecture. History and etymology The term ''habilitation'' is derived from the Medieval Latin , meaning "to make suitable, to fit", from Classical Latin "fit, proper, skillful". The degree developed in Germany in the seventeenth century (). Initially, habilitation was synonymous with "doctoral qualification". The term became synonymous with "post-doctoral qualification" in Germany in the 19th century "when holding a doctorate seemed no longer sufficient to guarantee a proficient transfer o ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Central Limit Theorem
In probability theory, the central limit theorem (CLT) establishes that, in many situations, when independent random variables are summed up, their properly normalized sum tends toward a normal distribution even if the original variables themselves are not normally distributed. The theorem is a key concept in probability theory because it implies that probabilistic and statistical methods that work for normal distributions can be applicable to many problems involving other types of distributions. This theorem has seen many changes during the formal development of probability theory. Previous versions of the theorem date back to 1811, but in its modern general form, this fundamental result in probability theory was precisely stated as late as 1920, thereby serving as a bridge between classical and modern probability theory. If X_1, X_2, \dots, X_n, \dots are random samples drawn from a population with overall mean \mu and finite variance and if \bar_n is the sample mean of t ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |