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Profile
| Academic position | Full Professor |
|---|---|
| Research fields | Stochastics, Probability Theory,Statistics and Economics |
| Keywords | mathematical finance, Levy processes, statistics for continuous time processes |
Current contact address
| Country | France |
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| City | Paris 05 Pantheon |
| Institution | Sorbonne Universite |
| Institute | Institut de Mathematique de Jussieu |
Host during sponsorship
| Prof. Dr. Claudia Klüppelberg | Fakultät für Mathematik / Zentrum Mathematik, Technische Universität München, Garching |
|---|---|
| Start of initial sponsorship | 01/06/2008 |
Programme(s)
| 2007 | Humboldt Research Award Programme |
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Nominator's project description
| Professor Jean Jacod holds world leadership in the area of continuous time stochastic processes. These studies have applications in Physics, the Life Sciences and Finance. During his stay in Germany Professor Jacod will work on statistical properties of such processes, in particular, the detection of discontinuities by jumps. |