Étienne Pardoux

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.

References


This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.