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 founded the Theory of Backward Stochastic Differential Equations (BSDE).

References

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


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