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).
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