Étienne Pardoux (born 1947) is a French mathematician working in the field of
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 an ...
, in particular
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 ...
. He is currently Professor at
Aix-Marseille University
Aix-Marseille University (AMU; ; formally incorporated as ) is a Public university, public research university located in the Provence region of southern France. It was founded in 1409 when Louis II of Anjou, List of rulers of Provence, Count of ...
.
He obtained his PhD in 1975 at
University of Paris-Sud
Paris-Sud University (), also known as the University of Paris — XI (or as the Orsay Faculty of Sciences, University of Paris before 1971), was a French research university distributed among several campuses in the southern suburbs of Paris, ...
under the supervision of
Alain Bensoussan and
Roger Meyer Temam.
Together with
Peng Shige, he developed the Theory of nonlinear
Backward Stochastic Differential Equation
A backward stochastic differential equation (BSDE) is a stochastic differential equation with a terminal condition in which the solution is required to be adapted with respect to an underlying filtration. BSDEs naturally arise in various applicat ...
s (BSDE).
References
External links
Aix-Marseille University faculty page
1947 births
Living people
French mathematicians
Academic staff of Aix-Marseille University
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