Jean-Francois Mehdi Jabir

Assistant Professor:Faculty of Economic Sciences / Department of Statistics and Data Analysis
Senior Research Fellow:Laboratory of Stochastic Analysis and its Applications

Jean-Francois Mehdi Jabir has been at HSE University since 2017.

Education and Degrees

2011
PhD
University of Nice Sophia Antipolis
2004
Master's
University of Nice Sophia Antipolis

Professional Interests

stochastic analysis stochastic differential equations Probabilistic interpretation of PDEs Nonlinear partial differential equations Stochastic modeling applied to Physics and Finance

Awards and Accomplishments

Best Teacher – 2022

Academic Supervision

for a degree of Candidate of Science

Co-supervisor of the PhD thesis of Kerlyns Martinez, PhD student of the Doctorate Program in Mathematics of Valparaiso, Chile. Thesis entitled "Penalized Stochastic Optimal Control Problems for Singular McKean-Vlasov Dynamics and Turbulent Kinetic Energy modelling with Calibration on Lagrangian Turbulent Flow Models", initiated in 2015 and defended in August 2019.

Courses (2018/2019)

Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; field of study "38.04.01. Экономика", field of study "38.04.01. Экономика"; 1 year, 1, 2 module)Eng
Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2-4 module)Rus

Publications¹²

Article Bossy M., Jean-François Jabir, Rodríguez K. M. Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy // Journal of Computational Physics. 2022. Vol. 464. Article 110929. doi
Preprint Jabir J. M., Martinez K., Bossy M. Instantaneous turbulent kinetic energy modelling based on Lagrangian stochastic approach in CFD and application to wind energy / Cornell University. Series arXiv "math". 2021.
Article Bossy M., Jabir J. M., Martinez K. On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth // Bernoulli: a journal of mathematical statistics and probability. 2021. Vol. 27. No. 1. P. 312-347. doi
Preprint Jabir J. M., Šiška D., Szpruch L. Mean-Field Neural ODEs via Relaxed Optimal Control / Cornell University. Series arXiv "math". 2020.
Preprint Bossy M., Jabir J. M., Martinez K. On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth / Cornell University. Series math "arxiv.org". 2020.
Article Jabir J. M., Profeta C. A stable Langevin model with diffusive-reflective boundary conditions // Stochastic Processes and their Applications. 2019. Vol. 129. No. 11. P. 4269-4293. doi
Chapter Jabir J. M., Bossy M. On the Wellposedness of Some McKean Models with Moderated or Singular Diffusion Coefficient, in: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, Edinburgh, July 2017. Selected, Revised and Extended Contributions. Springer Nature Switzerland AG 2019: Springer, 2019. doi Ch. 2. P. 43-87. doi
Article Jabir J. M., Talay D., Tomasevic M. Mean-field limit of a particle approximation of the one-dimensional parabolic-parabolic Keller-Segel model without smoothing // Electronic Communications in Probability. 2018. Vol. 23. No. 84. P. 1-14. doi
Article BOSSY M., Jabir J. M. Particle approximation for Lagrangian Stochastic Models with specular boundary condition // Electronic Communications in Probability. 2018. Vol. 23. P. 1-14. doi
Article Fontbona J., Gozlan N., Jabir J. M. A variational approach to some transport inequalities // Annales de l'institut Henri Poincare (B) Probability and Statistics. 2017. Vol. 53. No. 4. P. 1719-1746. doi
Article Jabir J. M., BOSSY M. Lagrangian stochastic models with specular boundary condition. // Journal of Functional Analysis. 2015. Vol. 268. No. 6. P. 1309-1381. doi (in press)
Article Jabir J. M., Bossy M., JABIN P., FONTBONA J. Local existence of analytical solutions to an incompressible Lagrangian stochastic model in periodic domain // Communications in Partial Differential Equations. 2013. Vol. 38. No. 7. P. 1141-1182. doi (in press)

Employment history

• Senior research fellow in the Laboratory of Stochastic Analysis and its Applications, HSE (2017-2021).

• Research Associate in Probability Theory, School of Mathematics, University of Edinburgh, United Kingdom (2019- Aug. 2020).

• Assistant Professor (tenure track) in the department of Statistics and Data analysis, National Research University Higher School of Economics (HSE), Moscow (2017-2019).

• Associate Professor at the research center CIMFAV, Facultad de Ingenieria, Universidad de Valparaiso, Valparaiso, CHILE (2013-2017).

• Main researcher for the Fondecyt Iniciacion en Investigacion 2013 Grant Nº11130705 (2012-2015). • Co-researcher for the CONICYT REDES project Grant Nº150080 (2015-2017).

• Junior researcher for the "Programa Iniciativa Cientica Milenio" Grant Nº130062. (Nucleus Millennium Stochastic Models of Complex and Disordered Systems) (2014-2016).

• Co-researcher for the CIRIC-INRIA project "Stochastic Analysis of Renewable Energies" (2012-2015).

• Junior researcher for the CONICYT Program Investigacion Asociativa, Anillo ACT 1112 (2012-2015). • ATER (teaching and research) at the Institut de Mathématiques de Toulouse, (UMR CNRS 5219), Université Paul Sabatier, Toulouse, FRANCE (2011-2012).

• Postdoctoral position for the committee CONICYT (FONDECYT research grant Nº3100132) at the Centro de Modelamiento Matematico, Santiago, CHILE. Title: Probabilistic approach for some nonlinear kinetic equations. (2009-2011) Postdoctoral supervisor: Joaquin FONTBONA (CMMDIM, Universidad de Chile).

Timetable for today

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Oct

2017

Welcome Aboard: Tenure-Track Introductions

Every year The HSE Look continues its tradition of welcoming newly recruited international faculty via short summaries about their positions and research interests. In the 34th issue we introduce the tenure-track faculty members, and in November you can learn more about post-doctoral researchers who are starting their work at HSE this fall.