Étienne Pardoux
French mathematician
From Wikipedia, the free encyclopedia
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).
