
Jean Jacod
Jean Jacod is a French mathematician specializing in stochastic processes and probability theory. He has been a professor at the Université Pierre et Marie Curie. He has made fundamental contributions to a wide range of topics in probability theory including stochastic calculus, limit theorems, martingale problems, Malliavin calculus and statistics of stochastic processes.
Excerpt from Wikipedia, available under CC BY-SA 4.0.
Books

Limit Theorems for Stochastic Processes
1987
ISBN 9783662025161