Books Markov processes and appli, Stochastic Differential Equation, Introduction to Monte‑Ca, Probabilistic Models of Populatio, Ecole D ' Ete de Probabilit Similar Bernard Lapeyre, Nicole El Karoui, Alain‑Sol Sznitman, Marc Yor | ||
Étienne Pardoux (born 1947) is a French mathematician working in the field of Stochastic analysis, in particular Stochastic partial differential equations. He is currently Professor at Aix-Marseille University.
He obtained his PhD in 1975 at University of Paris-Sud under the supervision of Alain Bensoussan and Roger Meyer Temam.
Together with Peng Shige, he founded the Theory of Backward Stochastic differential equations.
References
Étienne Pardoux Wikipedia(Text) CC BY-SA