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Picard, Jean-Marc

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Author ID: picard.jean-marc Recent zbMATH articles by "Picard, Jean-Marc"
Published as: Picard, J.; Picard, Jean; Picard, Jean-Marc
Documents Indexed: 42 Publications since 1928, including 4 Books

Co-Authors

0 single-authored
1 Cartier, Jacques
1 Parent, Regis

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Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 258 times in 197 Documents Cited by Year
On the existence of smooth densities for jump processes. Zbl 0853.60064
Picard, Jean
79
1996
Duality formulas on the Poisson space. Zbl 0859.60045
Picard, Jean
21
1996
Density in small time at accessible points for jump processes. Zbl 0889.60088
Picard, J.
19
1997
Nonlinear filtering of one-dimensional diffusions in the case of a high signal-to-noise ratio. Zbl 0617.93057
Picard, Jean
15
1986
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
14
1997
Barycenters and martingales on a manifold. Zbl 0817.58047
Picard, Jean
14
1994
Efficiency of the extended Kalman filter for nonlinear systems with small noise. Zbl 0733.93075
Picard, Jean
13
1991
Representation formulae for the fractional Brownian motion. Zbl 1221.60050
Picard, Jean
8
2011
Martingales on Riemannian manifolds with prescribed limit. Zbl 0758.60051
Picard, Jean
8
1991
Gradient estimates for some diffusion semigroups. Zbl 0995.60075
Picard, Jean
7
2002
Erratum to: On the existence of smooth densities for jump processes. Zbl 1202.60137
Picard, Jean
5
2010
Stochastic calculus and martingales on trees. Zbl 1077.60030
Picard, Jean
5
2005
The manifold-valued Dirichlet problem for symmetric diffusions. Zbl 0970.58022
Picard, Jean
5
2001
Smoothness of harmonic functions for processes with jumps. Zbl 1045.60086
Picard, Jean; Savona, Catherine
5
2000
Convergence in probability for perturbed stochastic integral equations. Zbl 0659.60088
Picard, Jean
5
1989
Robustesse de la solution des problèmes de filtrage avec bruit blanc independant. Zbl 0545.60048
Picard, Jean
5
1984
A tree approach to \(p\)-variation and to integration. Zbl 1157.60055
Picard, Jean
4
2008
Approximation of nonlinear filtering problems and order of convergence. Zbl 0539.93078
Picard, Jean
4
1984
Brownian excursions, stochastic integrals, and representation of Wiener functionals. Zbl 1112.60043
Picard, Jean
3
2006
Estimation of the quadratic variation of nearly observed semimartingales with application to filtering. Zbl 0770.93088
Picard, Jean
3
1993
The Fourier approximation of smooth but non-periodic functions from unevenly spaced data. Zbl 1308.65225
Lyon, M.; Picard, J.
2
2014
Smoothness of harmonic maps for hypoelliptic diffusions. Zbl 1044.58045
Picard, Jean
2
2000
Transformations and anticipative equations for Poisson processes. Zbl 0856.60059
Picard, Jean
2
1996
Stochastic calculus with jumps on a variety. Zbl 0749.60043
Picard, Jean
2
1991
Asymptotic study of estimation problems with small observation noise. Zbl 0646.93057
Picard, Jean
2
1987
Smoothness of the law of manifold-valued Markov processes with jumps. Zbl 1343.60075
Picard, Jean; Savona, Catherine
1
2013
Approximate nonlinear filtering for a two-dimensional diffusion with one-dimensional observations in a low noise channel. Zbl 1039.93063
Milheiro de Oliveira, Paula; Picard, Jean
1
2003
Martingales on the circle. Zbl 0743.60047
Picard, Jean
1
1989
Nonlinear filtering and smoothing with high signal-to-noise ratio. Zbl 0646.93060
Picard, J.
1
1988
Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence. Zbl 0644.60048
Picard, Jean
1
1988
A filtering problem with a small nonlinear term. Zbl 0605.60045
Picard, Jean
1
1986
The Fourier approximation of smooth but non-periodic functions from unevenly spaced data. Zbl 1308.65225
Lyon, M.; Picard, J.
2
2014
Smoothness of the law of manifold-valued Markov processes with jumps. Zbl 1343.60075
Picard, Jean; Savona, Catherine
1
2013
Representation formulae for the fractional Brownian motion. Zbl 1221.60050
Picard, Jean
8
2011
Erratum to: On the existence of smooth densities for jump processes. Zbl 1202.60137
Picard, Jean
5
2010
A tree approach to \(p\)-variation and to integration. Zbl 1157.60055
Picard, Jean
4
2008
Brownian excursions, stochastic integrals, and representation of Wiener functionals. Zbl 1112.60043
Picard, Jean
3
2006
Stochastic calculus and martingales on trees. Zbl 1077.60030
Picard, Jean
5
2005
Approximate nonlinear filtering for a two-dimensional diffusion with one-dimensional observations in a low noise channel. Zbl 1039.93063
Milheiro de Oliveira, Paula; Picard, Jean
1
2003
Gradient estimates for some diffusion semigroups. Zbl 0995.60075
Picard, Jean
7
2002
The manifold-valued Dirichlet problem for symmetric diffusions. Zbl 0970.58022
Picard, Jean
5
2001
Smoothness of harmonic functions for processes with jumps. Zbl 1045.60086
Picard, Jean; Savona, Catherine
5
2000
Smoothness of harmonic maps for hypoelliptic diffusions. Zbl 1044.58045
Picard, Jean
2
2000
Density in small time at accessible points for jump processes. Zbl 0889.60088
Picard, J.
19
1997
Density in small time for Lévy processes. Zbl 0899.60065
Picard, Jean
14
1997
On the existence of smooth densities for jump processes. Zbl 0853.60064
Picard, Jean
79
1996
Duality formulas on the Poisson space. Zbl 0859.60045
Picard, Jean
21
1996
Transformations and anticipative equations for Poisson processes. Zbl 0856.60059
Picard, Jean
2
1996
Barycenters and martingales on a manifold. Zbl 0817.58047
Picard, Jean
14
1994
Estimation of the quadratic variation of nearly observed semimartingales with application to filtering. Zbl 0770.93088
Picard, Jean
3
1993
Efficiency of the extended Kalman filter for nonlinear systems with small noise. Zbl 0733.93075
Picard, Jean
13
1991
Martingales on Riemannian manifolds with prescribed limit. Zbl 0758.60051
Picard, Jean
8
1991
Stochastic calculus with jumps on a variety. Zbl 0749.60043
Picard, Jean
2
1991
Convergence in probability for perturbed stochastic integral equations. Zbl 0659.60088
Picard, Jean
5
1989
Martingales on the circle. Zbl 0743.60047
Picard, Jean
1
1989
Nonlinear filtering and smoothing with high signal-to-noise ratio. Zbl 0646.93060
Picard, J.
1
1988
Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence. Zbl 0644.60048
Picard, Jean
1
1988
Asymptotic study of estimation problems with small observation noise. Zbl 0646.93057
Picard, Jean
2
1987
Nonlinear filtering of one-dimensional diffusions in the case of a high signal-to-noise ratio. Zbl 0617.93057
Picard, Jean
15
1986
A filtering problem with a small nonlinear term. Zbl 0605.60045
Picard, Jean
1
1986
Robustesse de la solution des problèmes de filtrage avec bruit blanc independant. Zbl 0545.60048
Picard, Jean
5
1984
Approximation of nonlinear filtering problems and order of convergence. Zbl 0539.93078
Picard, Jean
4
1984
all top 5

Cited by 248 Authors

7 Privault, Nicolas
6 Ishikawa, Yasushi
6 Sztonyk, Paweł
5 Picard, Jean-Claude
4 Bouleau, Nicolas
4 Clement, Emmanuelle
4 Figueroa-López, José E.
4 Fournier, Nicolas G.
4 Gloter, Arnaud
4 Kunita, Hiroshi
4 Øksendal, Bernt Karsten
4 Picard, Jean-Marc
3 Busvelle, Éric
3 Cherif, Sidi Mohamed Lalaoui Ben
3 Denis, Laurent
3 Di Nunno, Giulia
3 Eddahbi, M’hamed
3 Florchinger, Patrick
3 Houdré, Christian
3 Proske, Frank Norbert
3 Sandrić, Nikola
3 Savona, Catherine
3 Solé, Josep Lluís
3 Sturm, Karl-Theodor
3 Thalmaier, Anton
3 Zhang, Xicheng
2 Arnaudon, Marc
2 Bally, Vlad
2 Bayer, Christian
2 Blache, Fabrice
2 Boizot, Nicolas
2 Breton, Jean-Christophe
2 Brigo, Damiano
2 Cass, Thomas Richard
2 Chaleyat-Maurel, Mireille
2 Coulhon, Thierry
2 Eberlein, Ernst W.
2 Friesen, Martin
2 Friz, Peter Karl
2 Gomez, Christophe
2 Hayashi, Masafumi
2 Ichiba, Tomoyuki
2 Jin, Peng
2 Kaleta, Kamil
2 Karatzas, Ioannis
2 Kulik, Alexey M.
2 Last, Günter
2 łochowski, Rafał Marcin
2 Marquardt, Tina
2 Meyer-Brandis, Thilo
2 Michel, Dominique
2 Milstein, Grigori N.
2 Penrose, Mathew D.
2 Roubaud, Marie-Christine
2 Simon, Thomas
2 Takeuchi, Atsushi
2 Tempone, Raúl F.
2 Utzet, Frederic
2 Vives, Josep
2 Wang, Jian
2 Yan, Minghan
2 Zhao, Zhenyu
1 Abels, Helmut
1 Aidene, Mohamed
1 Amaba, Takafumi
1 Andersen, Leif B. G.
1 Ankirchner, Stefan
1 Antonelli, Fabio
1 Atar, Rami
1 Atsuji, Atsushi
1 Auscher, Pascal
1 Balança, Paul
1 Bardi, Martino
1 Barndorff-Nielsen, Ole Eiler
1 Basrak, Bojan
1 Bavouzet, Marie-Pierre
1 Bednorz, Witold Marek
1 Belomestny, Denis
1 Ben Hammouda, Chiheb
1 Bisewski, Krzysztof
1 Bobrovsky, Ben-Zion
1 Bogachev, Vladimir Igorevich
1 Carmona, Philippe
1 Cesaroni, Annalisa
1 Chazal, Marie
1 Che, Yan
1 Chen, Baoqin
1 Chow, Pao-Liu
1 Christiansen, Tanya J.
1 Cohen, Serge
1 Cont, Rama
1 Crâşmăreanu, Mircea
1 Daid, Assia
1 Del Moral, Pierre
1 Delong, Łukasz
1 Dombry, Clément
1 Dong, Zhao
1 Doucet, Arnaud
1 Duong, Xuan Thinh
1 Elliott, Robert James
...and 148 more Authors
all top 5

Cited in 79 Serials

32 Stochastic Processes and their Applications
12 The Annals of Probability
11 Journal of Theoretical Probability
10 Probability Theory and Related Fields
9 Bernoulli
8 Stochastic Analysis and Applications
6 Systems & Control Letters
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Journal of Functional Analysis
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Mathematische Nachrichten
3 Potential Analysis
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of Mathematical Analysis and Applications
2 The Annals of Statistics
2 Automatica
2 Journal of Applied Probability
2 Journal of Multivariate Analysis
2 Osaka Journal of Mathematics
2 Tohoku Mathematical Journal. Second Series
2 Statistics & Probability Letters
2 Acta Applicandae Mathematicae
2 The Annals of Applied Probability
2 Stochastics and Stochastics Reports
2 Theory of Probability and Mathematical Statistics
2 Annales Mathématiques Blaise Pascal
2 Bulletin des Sciences Mathématiques
2 Electronic Journal of Probability
2 Quantitative Finance
2 Asia-Pacific Financial Markets
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Advances in Applied Probability
1 Computers & Mathematics with Applications
1 Communications in Mathematical Physics
1 International Journal of Control
1 Journal d’Analyse Mathématique
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Problems of Information Transmission
1 Rocky Mountain Journal of Mathematics
1 Stochastics
1 Studia Mathematica
1 Arkiv för Matematik
1 Mathematics of Computation
1 Theory of Probability and its Applications
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Duke Mathematical Journal
1 Journal of Mathematical Economics
1 Journal of the Mathematical Society of Japan
1 Proceedings of the Japan Academy. Series A
1 Transactions of the American Mathematical Society
1 Circuits, Systems, and Signal Processing
1 Applied Numerical Mathematics
1 MCSS. Mathematics of Control, Signals, and Systems
1 Japan Journal of Industrial and Applied Mathematics
1 The Journal of Geometric Analysis
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 NoDEA. Nonlinear Differential Equations and Applications
1 Monte Carlo Methods and Applications
1 Applied Mathematical Finance
1 Mathematical Problems in Engineering
1 European Journal of Control
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 International Journal of Theoretical and Applied Finance
1 Annals of Mathematics. Second Series
1 Statistical Inference for Stochastic Processes
1 Brazilian Journal of Probability and Statistics
1 Stochastics and Dynamics
1 Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Sankhyā. Series A
1 Forum of Mathematics, Sigma
1 Communications in Mathematics and Statistics
1 Probability, Uncertainty and Quantitative Risk

Citations by Year