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Étienne Pardoux
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 Peng Shige (, born December 8, 1947 in Binzhou, Shandong) is a Chinese mathematician noted for his contributions in stochastic analysis and mathematical finance. Biography Peng Shige was born in Binzhou and raised in Shandong, while his pare ..., he founded the Theory of Backward Stochastic differential equations. References External links Aix-Marseille University faculty page 1947 births Living people French mathematicians Academic staff of Aix-Marseille University {{France-mathematician-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Analysis
Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyoshi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces. Since the 1970s, the Wiener process has been widely applied in financial mathematics and economics to model the evolution in time of stock prices and bond interest rates. The main flavours of stochastic calculus are the Itô calculus and its variational relative the Malliavin calculus. For technical reasons the Itô integral is t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Partial Differential Equations
Stochastic partial differential equations (SPDEs) generalize partial differential equations via random force terms and coefficients, in the same way ordinary stochastic differential equations generalize ordinary differential equations. They have relevance to quantum field theory, statistical mechanics, and spatial modeling. Examples One of the most studied SPDEs is the stochastic heat equation, which may formally be written as : \partial_t u = \Delta u + \xi\;, where \Delta is the Laplacian and \xi denotes space-time white noise. Other examples also include stochastic versions of famous linear equations, such as wave equation and Schrödinger equation. Discussion One difficulty is their lack of regularity. In one dimensional space, solutions to the stochastic heat equation are only almost 1/2-Hölder continuous in space and 1/4-Hölder continuous in time. For dimensions two and higher, solutions are not even function-valued, but can be made sense of as random distributi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Aix-Marseille University
Aix-Marseille University (AMU; french: Aix-Marseille Université; formally incorporated as ''Université d'Aix-Marseille'') is a public research university located in the Provence region of southern France. It was founded in 1409 when Louis II of Anjou, Count of Provence, petitioned the Pisan Antipope Alexander V to establish the University of Provence, making it one of the oldest university-level institutions in France. The institution came into its current form following a reunification of the University of Provence, the University of the Mediterranean and Paul Cézanne University. The reunification became effective on 1 January 2012, resulting in the creation of the largest university in the French-speaking world, with about 80,000 students. AMU has the largest budget of any academic institution in the Francophone world, standing at €750 million. It is consistently ranked among the top 200 universities in the world and is ranked within the top 4 universities in France a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
University Of Paris-Sud
Paris-Sud University (French: ''Université Paris-Sud''), also known as University of Paris — XI (or as Université d'Orsay before 1971), was a French research university distributed among several campuses in the southern suburbs of Paris, including Orsay, Cachan, Châtenay-Malabry, Sceaux, and Kremlin-Bicêtre campuses. The main campus was located in Orsay. Starting from 2020, University Paris Sud has been replaced by the University of Paris-Saclay in The League of European Research Universities (LERU). Paris-Sud was one of the largest and most prestigious universities in France, particularly in science and mathematics. The university was ranked 1st in France, 9th in Europe and 37th worldwide by 2019 Academic Ranking of World Universities (ARWU) in particular it was ranked as 1st in Europe for physics and 2nd in Europe for mathematics. Five Fields Medalists and two Nobel Prize Winners have been affiliated to the university. On 16 January 2019, Alain Sarfati was elec ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Alain Bensoussan
Alain Bensoussan, born on 12 May 1940 in Tunis, is a French mathematician. He is Professor Emeritus at the University of Paris-Dauphine and Professor at the University of Texas at Dallas. Biography Alain Bensoussan is a former student of the École polytechnique (X1960), a graduate of ENSAE and a doctor of mathematics from the Faculty of Sciences in Paris (1969) under the supervision of Jacques-Louis Lions. He was a lecturer at the École polytechnique from 1970 to 1986 and a professor at the École normale supérieure from 1980 to 1985. He was Director of the European Institute for Advanced Studies in Management, Brussels from 1975 to 1977. He was President of INRIA from 1984 to 1996, President of the National Centre for Space Studies (CNES) from 1996 to 2003, President of the Council of the European Space Agency (ESA) from 1999 to 2002. Scientific works Alain Bensoussan's work has focused on automation and applied mathematics, but he has also focused on information and c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Roger Meyer Temam
Roger Meyer Temam (born 19 May 1940) is a French applied mathematician working in numerical analysis, nonlinear partial differential equations and fluid mechanics. He graduated from the University of Paris – the Sorbonne in 1967, completing a doctorate () under the direction of Jacques-Louis Lions. He has published over 400 articles, as well as 12 (authored or co-authored) books. Scientific work The first work of Temam in his thesis dealt with the fractional steps method. Thereafter, "he has continually explored and developed new directions and techniques": * calculus of variations, and the notion of duality, developing the mathematical framework for discontinuous (in displacement) solutions; a concept later used for his works on the mathematical theory of plasticity; * mathematical formulation of the equilibrium of a plasma in a cavity, expressed as a nonlinear free boundary problem; * Korteweg–de Vries equation; * Kuramoto–Sivashinsky equation; * Euler equations in a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Peng Shige
Peng Shige (, born December 8, 1947 in Binzhou, Shandong) is a Chinese mathematician noted for his contributions in stochastic analysis and mathematical finance. Biography Peng Shige was born in Binzhou and raised in Shandong, while his parents' hometown is Haifeng County in south-eastern Guangdong, he is a grandnephew of the famous revolutionary Peng Pai, and his grandfather (Peng Pai's brother) is also recognized a "revolutionary martyr" by the nation. He went to a countryside working with farmers as an "Educated youth" from 1968 to 1971, and studied in the Department of Physics, Shandong University from 1971 to 1974 and went to work at the Institute of Mathematics, Shandong University in 1978. In 1983 he took an opportunity to enter Paris Dauphine University, France under the supervision of Alain Bensoussan, who was a student of Jacques-Louis Lions. He obtained his PhDs from Paris Dauphine University in 1985 and from University of Provence in 1986. Then he returned ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stochastic Differential Equations
A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process. However, other types of random behaviour are possible, such as jump processes. Random differential equations are conjugate to stochastic differential equations. Background Stochastic differential equations originated in the theory of Brownian motion, in the work of Albert Einstein and Smoluchowski. These early examples were linear stochastic differential equations, also called 'Langevin' equations after French physicist Langevin, describing the motion of a harmonic oscillator subject to a random force. The mathematical theory of stocha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Related categories * :Year of birth missing (living people) / :Year of birth unknown * :Date of birth missing (living people) / :Date of birth unknown * :Place of birth missing (living people) / :Place of birth unknown * :Year of death missing / :Year of death unknown * :Date of death missing / :Date of death unknown * :Place of death missing / :Place of death unknown * :Missing middle or first names See also * :Dead people * :Template:L, which generates this category or death years, and birth year and sort keys. : {{DEFAULTSORT:Living people 21st-century people People by status ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
