Jean Jacod's Books

Limit Theorems for Stochastic Processes

By: Jean Jacod,Albert Shiryaev

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Limit Theorems for Stochastic Processes

By: Jean Jacod,Albert Shiryaev

This volume by two international leaders in the field proposes a systematic exposition of convergence in law for stochastic processes from the point of view of semimartingale theory. It emphasizes results that are useful for mathematical theory and mathematical statistics. Coverage develops in detail useful parts of the general theory of stochastic processes, such as martingale problems and absolute continuity or contiguity results.

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682

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Springer Science & Business Media

Published Date

ISBN 10

3662052652

ISBN 13

9783662052655

Discretization of Processes

By: Jean Jacod,Philip Protter

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Discretization of Processes

By: Jean Jacod,Philip Protter

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, “In God we trust; all others must bring data.” This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics.

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596

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Springer Science & Business Media

Published Date

ISBN 10

3642241271

ISBN 13

9783642241277

Probability Essentials

By: Jean Jacod,Philip Protter

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Probability Essentials

By: Jean Jacod,Philip Protter

This introduction can be used, at the beginning graduate level, for a one-semester course on probability theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in related areas such as finance theory, electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters, and assumes only an undergraduate background in mathematics. Readers are taken right up to a knowledge of the basics of Martingale Theory, and the interested student will be ready to continue with the study of more advanced topics, such as Brownian Motion and Ito Calculus, or Statistical Inference.

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247

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Springer Science & Business Media

Published Date

ISBN 10

3642556825

ISBN 13

9783642556821

Paris-Princeton Lectures on Mathematical Finance 2004

By: René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin

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Paris-Princeton Lectures on Mathematical Finance 2004

By: René Carmona,Ivar Ekeland,Jean-Michel Lasry,Pierre-Louis Lions,Huyên Pham,Erik Taflin

This is the third volume in the Paris-Princeton Lectures in Financial Mathematics, which publishes, on an annual basis, cutting-edge research in self-contained, expository articles from outstanding specialists, both established and upcoming. Coverage includes articles by René Carmona, Ivar Ekeland/Erik Taflin, Arturo Kohatsu-Higa, Pierre-Louis Lions/Jean-Michel Lasry, and Huyên Pham.

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256

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Springer

Published Date

ISBN 10

3540733272

ISBN 13

9783540733270

Geostatistics

Modeling Spatial Uncertainty

By: Jean-Paul Chilès,Pierre Delfiner

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Geostatistics

Modeling Spatial Uncertainty

By: Jean-Paul Chilès,Pierre Delfiner

Praise for the First Edition ". . . a readable, comprehensive volume that . . . belongs on the desk, close at hand, of any serious researcher or practitioner." —Mathematical Geosciences The state of the art in geostatistics Geostatistical models and techniques such as kriging and stochastic multi-realizations exploit spatial correlations to evaluate natural resources, help optimize their development, and address environmental issues related to air and water quality, soil pollution, and forestry. Geostatistics: Modeling Spatial Uncertainty, Second Edition presents a comprehensive, up-to-date reference on the topic, now featuring the latest developments in the field. The authors explain both the theory and applications of geostatistics through a unified treatment that emphasizes methodology. Key topics that are the foundation of geostatistics are explored in-depth, including stationary and nonstationary models; linear and nonlinear methods; change of support; multivariate approaches; and conditional simulations. The Second Edition highlights the growing number of applications of geostatistical methods and discusses three key areas of growth in the field: New results and methods, including kriging very large datasets; kriging with outliers; nonse??parable space-time covariances; multipoint simulations; pluri-gaussian simulations; gradual deformation; and extreme value geostatistics Newly formed connections between geostatistics and other approaches such as radial basis functions, Gaussian Markov random fields, and data assimilation New perspectives on topics such as collocated cokriging, kriging with an external drift, discrete Gaussian change-of-support models, and simulation algorithms Geostatistics, Second Edition is an excellent book for courses on the topic at the graduate level. It also serves as an invaluable reference for earth scientists, mining and petroleum engineers, geophysicists, and environmental statisticians who collect and analyze data in their everyday work.

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750

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470183152

ISBN 13

9780470183151

Cambridge Tracts in Mathematics

By: Jean Bertoin

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Cambridge Tracts in Mathematics

By: Jean Bertoin

This 1996 book is a comprehensive account of the theory of Lévy processes; aimed at probability theorists.

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292

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Cambridge University Press

Published Date

ISBN 10

0521646324

ISBN 13

9780521646321

Weak Convergence of Financial Markets

By: Jean-Luc Prigent

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Weak Convergence of Financial Markets

By: Jean-Luc Prigent

A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed. Includes detailed examples.

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432

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540248315

ISBN 13

9783540248316

Paris-Princeton Lectures on Mathematical Finance 2010

By: Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov

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Paris-Princeton Lectures on Mathematical Finance 2010

By: Areski Cousin,Stéphane Crépey,Olivier Guéant,David Hobson,Monique Jeanblanc,Jean-Michel Lasry,Jean-Paul Laurent,Pierre-Louis Lions,Peter Tankov

The Paris-Princeton Lectures in Financial Mathematics, of which this is the fourth volume, publish cutting-edge research in self-contained, expository articles from outstanding specialists - established or on the rise! The aim is to produce a series of articles that can serve as an introductory reference source for research in the field. The articles are the result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with five articles by: 1. Areski Cousin, Monique Jeanblanc and Jean-Paul Laurent, 2. Stéphane Crépey, 3. Olivier Guéant, Jean-Michel Lasry and Pierre-Louis Lions, 4. David Hobson and 5. Peter Tankov.

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374

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Springer Science & Business Media

Published Date

ISBN 10

3642146597

ISBN 13

9783642146596

Level Sets and Extrema of Random Processes and Fields

By: Jean-Marc Azais,Mario Wschebor

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Level Sets and Extrema of Random Processes and Fields

By: Jean-Marc Azais,Mario Wschebor

A timely and comprehensive treatment of random field theory with applications across diverse areas of study Level Sets and Extrema of Random Processes and Fields discusses how to understand the properties of the level sets of paths as well as how to compute the probability distribution of its extremal values, which are two general classes of problems that arise in the study of random processes and fields and in related applications. This book provides a unified and accessible approach to these two topics and their relationship to classical theory and Gaussian processes and fields, and the most modern research findings are also discussed. The authors begin with an introduction to the basic concepts of stochastic processes, including a modern review of Gaussian fields and their classical inequalities. Subsequent chapters are devoted to Rice formulas, regularity properties, and recent results on the tails of the distribution of the maximum. Finally, applications of random fields to various areas of mathematics are provided, specifically to systems of random equations and condition numbers of random matrices. Throughout the book, applications are illustrated from various areas of study such as statistics, genomics, and oceanography while other results are relevant to econometrics, engineering, and mathematical physics. The presented material is reinforced by end-of-chapter exercises that range in varying degrees of difficulty. Most fundamental topics are addressed in the book, and an extensive, up-to-date bibliography directs readers to existing literature for further study. Level Sets and Extrema of Random Processes and Fields is an excellent book for courses on probability theory, spatial statistics, Gaussian fields, and probabilistic methods in real computation at the upper-undergraduate and graduate levels. It is also a valuable reference for professionals in mathematics and applied fields such as statistics, engineering, econometrics, mathematical physics, and biology.

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407

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470434635

ISBN 13

9780470434635

Brownian Motion, Martingales, and Stochastic Calculus

By: Jean-François Le Gall

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Brownian Motion, Martingales, and Stochastic Calculus

By: Jean-François Le Gall

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides a strong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.

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282

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Springer

Published Date

ISBN 10

3319310895

ISBN 13

9783319310893

Portfolio Optimization and Performance Analysis

By: Jean-Luc Prigent

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Portfolio Optimization and Performance Analysis

By: Jean-Luc Prigent

In answer to the intense development of new financial products and the increasing complexity of portfolio management theory, Portfolio Optimization and Performance Analysis offers a solid grounding in modern portfolio theory. The book presents both standard and novel results on the axiomatics of the individual choice in an uncertain framework, cont

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451

Publisher

CRC Press

Published Date

ISBN 10

142001093X

ISBN 13

9781420010930

Convex Analysis and Minimization Algorithms I

Fundamentals

By: Jean-Baptiste Hiriart-Urruty,Claude Lemarechal

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Convex Analysis and Minimization Algorithms I

Fundamentals

By: Jean-Baptiste Hiriart-Urruty,Claude Lemarechal

Convex Analysis may be considered as a refinement of standard calculus, with equalities and approximations replaced by inequalities. As such, it can easily be integrated into a graduate study curriculum. Minimization algorithms, more specifically those adapted to non-differentiable functions, provide an immediate application of convex analysis to various fields related to optimization and operations research. These two topics making up the title of the book, reflect the two origins of the authors, who belong respectively to the academic world and to that of applications. Part I can be used as an introductory textbook (as a basis for courses, or for self-study); Part II continues this at a higher technical level and is addressed more to specialists, collecting results that so far have not appeared in books.

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442

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Springer Science & Business Media

Published Date

ISBN 10

3540568506

ISBN 13

9783540568506

Analysis

From Concepts to Applications

By: Jean-Paul Penot

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Analysis

From Concepts to Applications

By: Jean-Paul Penot

This textbook covers the main results and methods of real analysis in a single volume. Taking a progressive approach to equations and transformations, this book starts with the very foundations of real analysis (set theory, order, convergence, and measure theory) before presenting powerful results that can be applied to concrete problems. In addition to classical results of functional analysis, differential calculus and integration, Analysis discusses topics such as convex analysis, dissipative operators and semigroups which are often absent from classical treatises. Acknowledging that analysis has significantly contributed to the understanding and development of the present world, the book further elaborates on techniques which pervade modern civilization, including wavelets in information theory, the Radon transform in medical imaging and partial differential equations in various mechanical and physical phenomena. Advanced undergraduate and graduate students, engineers as well as practitioners wishing to familiarise themselves with concepts and applications of analysis will find this book useful. With its content split into several topics of interest, the book’s style and layout make it suitable for use in several courses, while its self-contained character makes it appropriate for self-study.

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687

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Springer

Published Date

ISBN 10

331932411X

ISBN 13

9783319324111

Ecole d'Ete de Probabilites de Saint-Flour XX - 1990

By: Mark I. Freidlin,Jean-Francois Le Gall

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Ecole d'Ete de Probabilites de Saint-Flour XX - 1990

By: Mark I. Freidlin,Jean-Francois Le Gall

CONTENTS: M.I. Freidlin: Semi-linear PDE's and limit theorems for large deviations.- J.F. Le Gall: Some properties of planar Brownian motion.

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248

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Springer

Published Date

ISBN 10

3540474900

ISBN 13

9783540474906

Random Fragmentation and Coagulation Processes

By: Jean Bertoin

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Random Fragmentation and Coagulation Processes

By: Jean Bertoin

Fragmentation and coagulation are two natural phenomena that can be observed in many sciences and at a great variety of scales - from, for example, DNA fragmentation to formation of planets by accretion. This book, by the author of the acclaimed Lévy Processes, is the first comprehensive theoretical account of mathematical models for situations where either phenomenon occurs randomly and repeatedly as time passes. This self-contained treatment develops the models in a way that makes recent developments in the field accessible. Each chapter ends with a comments section in which important aspects not discussed in the main part of the text (often because the discussion would have been too technical and/or lengthy) are addressed and precise references are given. Written for readers with a solid background in probability, its careful exposition allows graduate students, as well as working mathematicians, to approach the material with confidence.

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259

Publisher

Cambridge University Press

Published Date

ISBN 10

1139459155

ISBN 13

9781139459150

Cyclic Homology

By: Jean-Louis Loday

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Cyclic Homology

By: Jean-Louis Loday

From the reviews: "This is a very interesting book containing material for a comprehensive study of the cyclid homological theory of algebras, cyclic sets and S1-spaces. Lie algebras and algebraic K-theory and an introduction to Connes'work and recent results on the Novikov conjecture. The book requires a knowledge of homological algebra and Lie algebra theory as well as basic technics coming from algebraic topology. The bibliographic comments at the end of each chapter offer good suggestions for further reading and research. The book can be strongly recommended to anybody interested in noncommutative geometry, contemporary algebraic topology and related topics." European Mathematical Society Newsletter In this second edition the authors have added a chapter 13 on MacLane (co)homology.

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542

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540630740

ISBN 13

9783540630746

Numerical Optimization

Theoretical and Practical Aspects

By: Joseph-Frédéric Bonnans,Jean Charles Gilbert,Claude Lemarechal,Claudia A. Sagastizábal

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Numerical Optimization

Theoretical and Practical Aspects

By: Joseph-Frédéric Bonnans,Jean Charles Gilbert,Claude Lemarechal,Claudia A. Sagastizábal

This book starts with illustrations of the ubiquitous character of optimization, and describes numerical algorithms in a tutorial way. It covers fundamental algorithms as well as more specialized and advanced topics for unconstrained and constrained problems. This new edition of Numerical Optimization contains computational exercises in the form of case studies which help understanding optimization methods beyond their theoretical description when coming to actual implementation.

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492

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Springer Science & Business Media

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ISBN 10

3540354476

ISBN 13

9783540354475

Convex Analysis and Minimization Algorithms II

Advanced Theory and Bundle Methods

By: Jean-Baptiste Hiriart-Urruty,Claude Lemarechal

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Convex Analysis and Minimization Algorithms II

Advanced Theory and Bundle Methods

By: Jean-Baptiste Hiriart-Urruty,Claude Lemarechal

From the reviews: "The account is quite detailed and is written in a manner that will appeal to analysts and numerical practitioners alike...they contain everything from rigorous proofs to tables of numerical calculations.... one of the strong features of these books...that they are designed not for the expert, but for those who whish to learn the subject matter starting from little or no background...there are numerous examples, and counter-examples, to back up the theory...To my knowledge, no other authors have given such a clear geometric account of convex analysis." "This innovative text is well written, copiously illustrated, and accessible to a wide audience

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374

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Springer Science & Business Media

Published Date

ISBN 10

3540568522

ISBN 13

9783540568520

Arithmetic Geometry

Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, September 10-15, 2007

By: Jean-Louis Colliot-Thélène,Peter Swinnerton-Dyer,Paul Vojta

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Arithmetic Geometry

Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, September 10-15, 2007

By: Jean-Louis Colliot-Thélène,Peter Swinnerton-Dyer,Paul Vojta

Arithmetic Geometry can be defined as the part of Algebraic Geometry connected with the study of algebraic varieties through arbitrary rings, in particular through non-algebraically closed fields. It lies at the intersection between classical algebraic geometry and number theory. A C.I.M.E. Summer School devoted to arithmetic geometry was held in Cetraro, Italy in September 2007, and presented some of the most interesting new developments in arithmetic geometry. This book collects the lecture notes which were written up by the speakers. The main topics concern diophantine equations, local-global principles, diophantine approximation and its relations to Nevanlinna theory, and rationally connected varieties. The book is divided into three parts, corresponding to the courses given by J-L Colliot-Thelene, Peter Swinnerton Dyer and Paul Vojta.

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Page Count

251

Publisher

Springer

Published Date

ISBN 10

3642159451

ISBN 13

9783642159459

Discretization of Processes

By: Jean Jacod,Philip Protter

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Discretization of Processes

By: Jean Jacod,Philip Protter

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596

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Springer Science & Business Media

Published Date

ISBN 10

3642241271

ISBN 13

9783642241277

Limit Theorems for Stochastic Processes

By: Jean Jacod,Albert N. Shiryaev

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Limit Theorems for Stochastic Processes

By: Jean Jacod,Albert N. Shiryaev

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochastic integrals. Apart from a few exceptions essentially concerning diffusion processes, it is only recently that the relation between the two theories has been thoroughly studied. The authors of this Grundlehren volume, two of the international leaders in the field, propose a systematic exposition of convergence in law for stochastic processes, from the point of view of semimartingale theory, with emphasis on results that are useful for mathematical theory and mathematical statistics. This leads them to develop in detail some particularly useful parts of the general theory of stochastic processes, such as martingale problems, and absolute continuity or contiguity results. The book contains an elementary introduction to the main topics: theory of martingales and stochastic integrales, Skorokhod topology, etc., as well as a large number of results which have never appeared in book form, and some entirely new results. It should be useful to the professional probabilist or mathematical statistician, and of interest also to graduate students.

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Page Count

620

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Springer Science & Business Media

Published Date

ISBN 10

3662025140

ISBN 13

9783662025147

Probability Essentials

By: Jean Jacod,Philip E. Protter

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Probability Essentials

By: Jean Jacod,Philip E. Protter

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Page Count

268

Publisher

New World Library

Published Date

ISBN 10

3540438718

ISBN 13

9783540438717

Selected Writings Of Jean Genet

By: Jean Genet

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Selected Writings Of Jean Genet

By: Jean Genet

Excerpts from the novels, plays, and poems of the French convict, prostitute, and literary artist join notes from his film, The Penal Colony, letters, essays, and a rare interview, all edited by a contemporary biographer.

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482

Publisher

Harper Collins

Published Date

ISBN 10

0880014202

ISBN 13

9780880014205

Jean le Bleu

By: Jean Giono

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Jean le Bleu

By: Jean Giono

Reprint of the 1932 ed. published by Grasset, Paris, which was issued in the author's series: Le passage du vent.

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275

Publisher

Le Livre de poche

Published Date

ISBN 10

2253000221

ISBN 13

9782253000228

Jean the Superhero

By: Debbie Jean Burris

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Jean the Superhero

By: Debbie Jean Burris

This book is for both the young and old. It shares a story about a superhero little girl and her love for her grandma. I dedicate this book to all my grandchildren and great-grandchildren.

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AuthorHouse

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ISBN 10

1546222677

ISBN 13

9781546222675

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