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On tightness and stopping timesJ. Jacod; J. Memin; M. Metivier · 1983
Semimartingales and Markov processesE. Çinlar; J. Jacod; P. Protter; M. J. Sharpe · Probability Theory and Related Fields · 1980
On Asymptotic Errors in Discretization of ProcessesJ. Jacod, A. Jakubowski and J. Mémin · The Annals of Probability · 2003
Book reviewJ. Jacod · Metrika · 1987
On continuous conditional Gaussian martingales and stable convergence in lawJ. Jacod · 1997
Estimation of the Diffusion Coefficient for Diffusion Processes: Random SamplingV. Genon-Catalot and J. Jacod · Scandinavian Journal of Statistics · 1994
Sur la construction des classes de processus de Markov invariantes par changement de tempsJ. -B. Gravereaux; J. Jacod · Probability Theory and Related Fields · 1980