Étienne Pardoux (born 1947[1]) is a French mathematician working in the field of Stochastic analysis, in particular Stochastic partial differential equations.[2] He is currently Professor at Aix-Marseille University.[3]

He obtained his PhD in 1975 at University of Paris-Sud under the supervision of Alain Bensoussan and Roger Meyer Temam.[4]

Together with Peng Shige, he developed the Theory of nonlinear Backward Stochastic Differential Equations (BSDE).

References edit

  1. ^ http://www.cmi.univ-mrs.fr/~castell/Etienne/Home.html [dead link]
  2. ^ "Epe_themes.HTML [Etienne PARDOUX]".
  3. ^ "Epe_themes.HTML [Etienne PARDOUX]".
  4. ^ "Étienne Pardoux - the Mathematics Genealogy Project".

External links edit