Edit Profile (opens in new tab) Picard, Jean Compute Distance To: Compute Author ID: picard.jean Published as: Picard, Jean; Picard, J. Homepage: https://lmbp.uca.fr/~picard/ Documents Indexed: 36 Publications since 1984 1 Contribution as Editor Reviewing Activity: 251 Reviews Co-Authors: 2 Co-Authors with 3 Joint Publications 3 Co-Co-Authors Co-Authors 33 single-authored 2 Savona, Catherine 1 Milheiro de Oliveira, Paula M. L. P. all top 5 Serials 4 Probability Theory and Related Fields 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Stochastics 2 The Annals of Probability 2 SIAM Journal on Control and Optimization 2 SIAM Journal on Applied Mathematics 2 Stochastic Processes and their Applications 1 Journal of Functional Analysis 1 Potential Analysis 1 Séminaire d’Analyse. Université Blaise Pascal. Clermont II 1 Annales Mathématiques Blaise Pascal 1 Advances in Computational Mathematics 1 Electronic Journal of Probability 1 Bernoulli 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Lecture Notes in Mathematics all top 5 Fields 35 Probability theory and stochastic processes (60-XX) 11 Systems theory; control (93-XX) 8 Global analysis, analysis on manifolds (58-XX) 7 Statistics (62-XX) 2 Ordinary differential equations (34-XX) 2 Numerical analysis (65-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 32 Publications have been cited 293 times in 223 Documents Cited by ▼ Year ▼ On the existence of smooth densities for jump processes. Zbl 0853.60064Picard, Jean 89 1996 Duality formulas on the Poisson space. (Formules de dualité sur l’espace de Poisson.) Zbl 0859.60045Picard, Jean 24 1996 Density in small time at accessible points for jump processes. Zbl 0889.60088Picard, J. 23 1997 Density in small time for Lévy processes. Zbl 0899.60065Picard, Jean 19 1997 Barycenters and martingales on a manifold. (Barycentres et martingales sur une variété.) Zbl 0817.58047Picard, Jean 16 1994 Nonlinear filtering of one-dimensional diffusions in the case of a high signal-to-noise ratio. Zbl 0617.93057Picard, Jean 16 1986 Efficiency of the extended Kalman filter for nonlinear systems with small noise. Zbl 0733.93075Picard, Jean 12 1991 Representation formulae for the fractional Brownian motion. Zbl 1221.60050Picard, Jean 11 2011 Martingales on Riemannian manifolds with prescribed limit. Zbl 0758.60051Picard, Jean 10 1991 The manifold-valued Dirichlet problem for symmetric diffusions. Zbl 0970.58022Picard, Jean 7 2001 Gradient estimates for some diffusion semigroups. Zbl 0995.60075Picard, Jean 7 2002 Erratum to: On the existence of smooth densities for jump processes. Zbl 1202.60137Picard, Jean 6 2010 Stochastic calculus and martingales on trees. Zbl 1077.60030Picard, Jean 5 2005 A tree approach to \(p\)-variation and to integration. Zbl 1157.60055Picard, Jean 5 2008 Convergence in probability for perturbed stochastic integral equations. Zbl 0659.60088Picard, Jean 5 1989 Approximation of nonlinear filtering problems and order of convergence. Zbl 0539.93078Picard, Jean 5 1984 Robustesse de la solution des problèmes de filtrage avec bruit blanc independant. Zbl 0545.60048Picard, Jean 5 1984 Smoothness of harmonic functions for processes with jumps. Zbl 1045.60086Picard, Jean; Savona, Catherine 5 2000 The Fourier approximation of smooth but non-periodic functions from unevenly spaced data. Zbl 1308.65225Lyon, M.; Picard, J. 3 2014 Brownian excursions, stochastic integrals, and representation of Wiener functionals. Zbl 1112.60043Picard, Jean 3 2006 Martingales on the circle. (Martingales sur le cercle.) Zbl 0743.60047Picard, Jean 3 1989 Estimation of the quadratic variation of nearly observed semimartingales with application to filtering. Zbl 0770.93088Picard, Jean 3 1993 Stochastic calculus with jumps on a variety. (Calcul stochastique avec sauts sur une variété.) Zbl 0749.60043Picard, Jean 2 1991 Transformations and anticipative equations for Poisson processes. (Transformations et équations anticipantes pour les processus de Poisson.) Zbl 0856.60059Picard, Jean 2 1996 Asymptotic study of estimation problems with small observation noise. Zbl 0646.93057Picard, Jean 2 1987 Smoothness of harmonic maps for hypoelliptic diffusions. Zbl 1044.58045Picard, Jean 2 2000 Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence. Zbl 0644.60048Picard, Jean 1 1988 Nonlinear filtering and smoothing with high signal-to-noise ratio. Zbl 0646.93060Picard, J. 1 1988 Smoothness of the law of manifold-valued Markov processes with jumps. Zbl 1343.60075Picard, Jean; Savona, Catherine 1 2013 Approximate nonlinear filtering for a two-dimensional diffusion with one-dimensional observations in a low noise channel. Zbl 1039.93063Milheiro de Oliveira, Paula; Picard, Jean 1 2003 Lectures on probability theory and statistics. Ecole d’Eté de probabilités de Saint-Flour XXXI – 2001. Zbl 1034.60001 1 2004 A filtering problem with a small nonlinear term. Zbl 0605.60045Picard, Jean 1 1986 The Fourier approximation of smooth but non-periodic functions from unevenly spaced data. Zbl 1308.65225Lyon, M.; Picard, J. 3 2014 Smoothness of the law of manifold-valued Markov processes with jumps. Zbl 1343.60075Picard, Jean; Savona, Catherine 1 2013 Representation formulae for the fractional Brownian motion. Zbl 1221.60050Picard, Jean 11 2011 Erratum to: On the existence of smooth densities for jump processes. Zbl 1202.60137Picard, Jean 6 2010 A tree approach to \(p\)-variation and to integration. Zbl 1157.60055Picard, Jean 5 2008 Brownian excursions, stochastic integrals, and representation of Wiener functionals. Zbl 1112.60043Picard, Jean 3 2006 Stochastic calculus and martingales on trees. Zbl 1077.60030Picard, Jean 5 2005 Lectures on probability theory and statistics. Ecole d’Eté de probabilités de Saint-Flour XXXI – 2001. Zbl 1034.60001 1 2004 Approximate nonlinear filtering for a two-dimensional diffusion with one-dimensional observations in a low noise channel. Zbl 1039.93063Milheiro de Oliveira, Paula; Picard, Jean 1 2003 Gradient estimates for some diffusion semigroups. Zbl 0995.60075Picard, Jean 7 2002 The manifold-valued Dirichlet problem for symmetric diffusions. Zbl 0970.58022Picard, Jean 7 2001 Smoothness of harmonic functions for processes with jumps. Zbl 1045.60086Picard, Jean; Savona, Catherine 5 2000 Smoothness of harmonic maps for hypoelliptic diffusions. Zbl 1044.58045Picard, Jean 2 2000 Density in small time at accessible points for jump processes. Zbl 0889.60088Picard, J. 23 1997 Density in small time for Lévy processes. Zbl 0899.60065Picard, Jean 19 1997 On the existence of smooth densities for jump processes. Zbl 0853.60064Picard, Jean 89 1996 Duality formulas on the Poisson space. (Formules de dualité sur l’espace de Poisson.) Zbl 0859.60045Picard, Jean 24 1996 Transformations and anticipative equations for Poisson processes. (Transformations et équations anticipantes pour les processus de Poisson.) Zbl 0856.60059Picard, Jean 2 1996 Barycenters and martingales on a manifold. (Barycentres et martingales sur une variété.) Zbl 0817.58047Picard, Jean 16 1994 Estimation of the quadratic variation of nearly observed semimartingales with application to filtering. Zbl 0770.93088Picard, Jean 3 1993 Efficiency of the extended Kalman filter for nonlinear systems with small noise. Zbl 0733.93075Picard, Jean 12 1991 Martingales on Riemannian manifolds with prescribed limit. Zbl 0758.60051Picard, Jean 10 1991 Stochastic calculus with jumps on a variety. (Calcul stochastique avec sauts sur une variété.) Zbl 0749.60043Picard, Jean 2 1991 Convergence in probability for perturbed stochastic integral equations. Zbl 0659.60088Picard, Jean 5 1989 Martingales on the circle. (Martingales sur le cercle.) Zbl 0743.60047Picard, Jean 3 1989 Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence. Zbl 0644.60048Picard, Jean 1 1988 Nonlinear filtering and smoothing with high signal-to-noise ratio. Zbl 0646.93060Picard, J. 1 1988 Asymptotic study of estimation problems with small observation noise. Zbl 0646.93057Picard, Jean 2 1987 Nonlinear filtering of one-dimensional diffusions in the case of a high signal-to-noise ratio. Zbl 0617.93057Picard, Jean 16 1986 A filtering problem with a small nonlinear term. Zbl 0605.60045Picard, Jean 1 1986 Approximation of nonlinear filtering problems and order of convergence. Zbl 0539.93078Picard, Jean 5 1984 Robustesse de la solution des problèmes de filtrage avec bruit blanc independant. Zbl 0545.60048Picard, Jean 5 1984 all cited Publications top 5 cited Publications all top 5 Cited by 285 Authors 9 Picard, Jean 7 Privault, Nicolas 7 Sztonyk, Paweł 6 Ishikawa, Yasushi 5 Clement, Emmanuelle 5 Zhang, Xicheng 4 Bouleau, Nicolas 4 Figueroa-López, José E. 4 Fournier, Nicolas 4 Gloter, Arnaud 4 Kunita, Hiroshi 4 Øksendal, Bernt Karsten 4 Sandrić, Nikola 3 Bally, Vlad 3 Denis, Laurent 3 Di Nunno, Giulia 3 Florchinger, Patrick 3 Friesen, Martin 3 Grzywny, Tomasz 3 Hillairet, Caroline 3 Houdré, Christian 3 Jin, Peng 3 Proske, Frank Norbert 3 Réveillac, Anthony 3 Savona, Catherine 3 Solé, Josep Lluís 3 Sturm, Karl-Theodor 3 Thalmaier, Anton 2 Arnaudon, Marc 2 Atar, Rami 2 Bayer, Christian 2 Blache, Fabrice 2 Breton, Jean-Christophe 2 Brigo, Damiano 2 Busvelle, Éric 2 Cass, Thomas Richard 2 Chaleyat-Maurel, Mireille 2 Cherif, Sidi Mohamed Lalaoui Ben 2 Coulhon, Thierry 2 Eddahbi, M’hamed 2 Friz, Peter Karl 2 Gomez, Christophe 2 Gulisashvili, Archil 2 Hayashi, Masafumi 2 Ichiba, Tomoyuki 2 Kaleta, Kamil 2 Karatzas, Ioannis 2 Kulczycki, Tadeusz 2 Kulik, Alexey M. 2 Last, Günter 2 Leżaj, Łukasz 2 łochowski, Rafał Marcin 2 Mariucci, Ester 2 Marquardt, Tina 2 Meyer-Brandis, Thilo 2 Michel, Dominique 2 Milstein, Grigori N. 2 Patie, Pierre 2 Peng, Xuhui 2 Penrose, Mathew D. 2 Ren, Jiagang 2 Richou, Adrien 2 Roubaud, Marie-Christine 2 Rüdiger, Barbara 2 Ryznar, Michał 2 Simon, Thomas 2 Szczypkowski, Karol 2 Takeuchi, Atsushi 2 Tempone, Raúl F. 2 Tretyakov, Michael V. 2 Utzet, Frederic 2 Vives, Josep 2 Wang, Jian 2 Yan, Minghan 2 Yoshida, Nakahiro 2 Zhang, Hua 1 Abels, Helmut 1 Afterman, Danielle 1 Aidene, Mohamed 1 Amaba, Takafumi 1 Andersen, Leif B. G. 1 Ankirchner, Stefan 1 Antonelli, Fabio 1 Arapostathis, Aristotle 1 Atsuji, Atsushi 1 Auscher, Pascal 1 Balança, Paul 1 Bardi, Martino 1 Barndorff-Nielsen, Ole Eiler 1 Barrera, Gerardo 1 Basrak, Bojan 1 Bavouzet, Marie-Pierre 1 Bednorz, Witold Marek 1 Belomestny, Denis 1 Ben Hammouda, Chiheb 1 Beskos, Alexandros 1 Bisewski, Krzysztof 1 Bobrovsky, Ben-Zion 1 Bogachev, Vladimir Igorevich 1 Boizot, Nicolas ...and 185 more Authors all top 5 Cited in 83 Serials 37 Stochastic Processes and their Applications 13 Probability Theory and Related Fields 12 The Annals of Probability 12 Journal of Theoretical Probability 9 Bernoulli 8 Stochastic Analysis and Applications 7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Systems & Control Letters 6 Electronic Journal of Probability 5 The Annals of Applied Probability 4 Journal of Functional Analysis 4 Potential Analysis 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Mathematische Nachrichten 3 Osaka Journal of Mathematics 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Lithuanian Mathematical Journal 2 The Annals of Statistics 2 Applied Mathematics and Optimization 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Tôhoku Mathematical Journal. Second Series 2 Statistics & Probability Letters 2 Acta Applicandae Mathematicae 2 Stochastics and Stochastics Reports 2 Theory of Probability and Mathematical Statistics 2 Annales Mathématiques Blaise Pascal 2 Bulletin des Sciences Mathématiques 2 Quantitative Finance 2 Asia-Pacific Financial Markets 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 International Journal of Control 1 Journal d’Analyse Mathématique 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 Automatica 1 Duke Mathematical Journal 1 Journal of Mathematical Economics 1 Journal of the Mathematical Society of Japan 1 Memoirs of the American Mathematical Society 1 Proceedings of the Japan Academy. Series A 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Circuits, Systems, and Signal Processing 1 Revista Matemática Iberoamericana 1 MCSS. Mathematics of Control, Signals, and Systems 1 Forum Mathematicum 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 SIAM Journal on Scientific Computing 1 NoDEA. Nonlinear Differential Equations and Applications 1 Monte Carlo Methods and Applications 1 Mathematical Problems in Engineering 1 Finance and Stochastics 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 Journal of the Institute of Mathematics of Jussieu 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 all top 5 Cited in 36 Fields 195 Probability theory and stochastic processes (60-XX) 25 Systems theory; control (93-XX) 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Global analysis, analysis on manifolds (58-XX) 20 Statistics (62-XX) 18 Partial differential equations (35-XX) 15 Numerical analysis (65-XX) 10 Operator theory (47-XX) 8 Dynamical systems and ergodic theory (37-XX) 5 Potential theory (31-XX) 5 Approximations and expansions (41-XX) 5 Differential geometry (53-XX) 4 Ordinary differential equations (34-XX) 3 Combinatorics (05-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Integral transforms, operational calculus (44-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Integral equations (45-XX) 2 Functional analysis (46-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Number theory (11-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Abstract harmonic analysis (43-XX) 1 Geometry (51-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Citations by Year