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
Academic Supervision
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 (2023/2024)
- Introduction to Stochastic Differential Equations and Numerical Probability (Mago-Lego; 3 module)Eng
- Introduction to Stochastic Differential Equations and Numerical Probability (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
- Past Courses
Courses (2022/2023)
- Introduction to Stochastic Differential Equations and Numerical Probability (Master’s programme; Faculty of Economic Sciences; 1 year, 3 module)Eng
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
Courses (2021/2022)
- Introduction to Stochastic Differential Equations and Numerical Probability (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Eng
- Probability Theory and Mathematical Statistics (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Eng
Courses (2020/2021)
- 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
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).
Faculty of Economic Sciences Welcomes New Partner Universities from Ghana
HSE University Faculty of Economic Sciences took an active part in International Partners’ Week, just finished at HSE. The week was attended by representatives of 23 countries, including the new partners of the Faculty of Economic Sciences - the University of Cape Coast and the University of Ghana. One of the purposes of the visit of representatives of Ghanaian universities was to sign the MOU’s with HSE University. Agreements will enable academic and cultural cooperation between universities, as well as establish academic exchanges.
Faculty Presented at the China-Russia Symposium on Probability Theory
China-Russia Symposium on Probability Theory was held in Beijing at the end of August. Faculty of Economic Sciences' associate professors Vladimir Panov and Jean-François Jabir gave presentations and research assistant Ekaterina Morozova participated. Symposium brought together leading experts in probability theory from Russia and China. The latest achievements in the field of probability theory and its applications in economics, finance, insurance and other fields were presented at the Symposium.
‘I Propose Research Projects that Will Teach Students Something’
Jean-Francois Jabir is an assistant professor at the HSE University Department of Statistics and Data Analysis and a senior research fellow at the Laboratory of Stochastic Analysis and its Applications (LSA). In his interview, he talks about stochastic analysis and its applications, why he is still impressed by the training level and dedication of Russian students, and how to live in Moscow with a limited knowledge of Russian.
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.