Answer:
0839
Explanation:
First of all, let's cancel 0620 and 0746, because they dont have any other number that has the same last 2 digits as them. Jean would've immediately known the train number if it was one of these two.
Now, when Marie says "I'm sure that neither does Jean", it means she is guaranteed Jean doesn't know the train number. It mean she couldnt've gotten 06 or 07, as 0620 and 0746 have it.
We're left with 0825,0839,0917,0925 and 0950
When Jean replies he knows the train number, it means he couldnt've gotten 25, as it's repeated.
And when Marie responds she knows as well, she couldnt've gotten 09, as it's also repeated.
We can cancel 0825,0917,0925 and 0950
So, the train number is 0839