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
University of Nice Sophia Antipolis
University of Nice Sophia Antipolis
Student Term / Thesis Papers
A. Likhoedenko, Numerical Simulation of a Stochastic Two Interacting Agents System. Faculty of Economic Sciences, 2019
A. Aleksian, Recent Applications of Optimal Mass Transportation. Faculty of Economic Sciences, 2019
A. Shchegolev, Particle Methods for Local Stochastic Volatility Models. Faculty of Economic Sciences, 2019
R. Nassyrov, Interest Rates Modeling for Russian Markets. Faculty of Economic Sciences, 2019
P. Pogorelova, Simulaton and Calibration of One-factor and Two-factor Hull-White Models. Faculty of Economic Sciences, 2019
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.
- Introduction to Stochastic Differential Equations and Numerical Probability (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Eng
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
- 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 arxive "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 arxive "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)
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.