Given jpeg files in memory, how to transform them to mjpeg or mp4 file?

Hi.
 
I have jpeg files in memory (byte[] in terms of C#), how to transform them into mjpeg file?
Can you help me with pipeline for that? Can it be done in memory, without dumping jpeg files  to disk?
 
Same problem, but now I need mp4 file. At least I can see way to transcode mjpeg into mp4, but maybe it
 could be done in a more straight way — from jpegs to mp4?
 
Thanks in advance.