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Author ID: pardoux.etienne Recent zbMATH articles by "Pardoux, Etienne"
Published as: Pardoux, Etienne; Pardoux, E.; Pardoux, Étienne; Pardoux, É.; Pardoux, étienne; Pardoux, È.
Homepage: https://www.i2m.univ-amu.fr/spip.php?page=pageperso&id_user=6&lang=fr
External Links: MGP · ORCID · Wikidata · dblp · GND · IdRef · theses.fr
Documents Indexed: 181 Publications since 1972, including 8 Books
3 Contributions as Editor
Reviewing Activity: 20 Reviews
Co-Authors: 93 Co-Authors with 147 Joint Publications
2,023 Co-Co-Authors
all top 5

Co-Authors

37 single-authored
7 Nualart, David
7 Piatnitski, Andrey L.
6 Ocone, Daniel L.
6 Rascanu, Aurel
6 Sow, Ahmadou Bamba
5 Hairer, Martin
5 Veretennikov, Alexander Yu.
5 Wakolbinger, Anton
4 Benchérif-Madani, Abdellatif
4 Haussmann, Ulrich G.
4 Kepgnou, Brice Samegni
4 Peng, Shige
3 Ba, Mamadou
3 Bahlali, Khaled
3 Bally, Vlad
3 Bouc, Robert
3 Buckdahn, Rainer
3 Drame, Ibrahima
3 El Karoui, Nicole
3 Fleming, Wendell Helms
3 Gyöngy, István
3 Le, Vi
3 Mattingly, Jonathan Christopher
3 Nassar, Elma
3 Protter, Philip Elliott
2 Bah, Boubacar
2 Britton, Tom
2 Diop, Mamadou Abdoul
2 Donati-Martin, Catherine
2 Elouaflin, Abouo
2 Forien, Raphaël
2 Grorud, Axel
2 Iftimie, Bogdan
2 Kratz, Peter
2 Lapeyre, Bernard
2 Maticiuc, Lucian
2 Michel, Dominique
2 Pang, Guodong
2 Pignol, M.
2 Quenez, Marie-Claire
2 Sentis, Remi
2 Stoica, Lucreţiu
2 Talay, Denis
2 Wihstutz, Volker
1 Andjel, Enrique Daniel
1 Arnold, Ludwig
1 Audiffren, Julien
1 Barles, Guy
1 Bass, Richard F.
1 Briand, Philippe
1 Campillo, Fabien
1 Carlen, Eric Anders
1 Chaleyat-Maurel, Mireille
1 Comets, Francis M.
1 Da Prato, Giuseppe
1 Darling, Richard W. R.
1 Delyon, Bernard
1 Depperschmidt, Andrej
1 Diédhiou, Alassane
1 Elskens, Yves
1 Essaky, El Hassan
1 Fellah, Dominique
1 Fotsa Mbogne, David Jaures
1 Gaudron, Guillaume
1 Gégout-Petit, Anne
1 Hassani, Mohammed
1 Hu, Ying
1 Kapoudjian, Christophe
1 Kopp, Michael
1 Kurtz, Thomas Gordon
1 Le Gland, François
1 Leocard, Stephanie
1 Li, Zenghu
1 Metivier, Michel
1 Miller, Judith R.
1 Müller, Carl E.
1 N’Zi, Modeste
1 Oeljeklaus, Eberhard
1 Ouknine, Youssef
1 Pfaffelhuber, Peter
1 Pradeilles, Frédéric
1 Rao, Zusheng
1 Rhodes, Rémi
1 Roubaud, Marie-Christine
1 Salamat, Majid
1 Savona, Catherine
1 Tang, Shanjian
1 Williams, Ruth J.
1 Yor, Marc
1 Zalinescu, Adrian
1 Zeitouni, Ofer
1 Zhang, Shuguang
1 Zhang, Tusheng S.
all top 5

Serials

12 Probability Theory and Related Fields
9 The Annals of Probability
9 Stochastic Processes and their Applications
8 Stochastics and Stochastics Reports
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Journal of Functional Analysis
4 SIAM Journal on Control and Optimization
4 Stochastic Analysis and Applications
4 Electronic Journal of Probability
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Stochastics
3 Applied Mathematics and Optimization
3 Journal of Applied Probability
3 The Annals of Applied Probability
3 SIAM Journal on Applied Mathematics
3 Electronic Communications in Probability
2 Journal of Mathematical Biology
2 Potential Analysis
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Stochastics
2 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A
1 Advances in Applied Probability
1 Archive for Rational Mechanics and Analysis
1 Communications on Pure and Applied Mathematics
1 Bulletin of Mathematical Biology
1 Analele Științifice ale Universității Al. I. Cuza din Iași. (Serie Nouă.) Secțiunea Ia. Matematică-Informatică
1 Annales Scientifiques de l’Université de Clermont-Ferrand II. Mathématiques
1 Bulletin des Sciences Mathématiques. Deuxième Série
1 Journal of Differential Equations
1 Journal of the Mathematical Society of Japan
1 Systems & Control Letters
1 Acta Applicandae Mathematicae
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Journal of Theoretical Probability
1 Asymptotic Analysis
1 SIAM Review
1 Comptes Rendus de l’Académie des Sciences. Série I
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Theory of Probability and Mathematical Statistics
1 Bulletin des Sciences Mathématiques
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 Doklady Mathematics
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings
1 Stochastics and Dynamics
1 Lecture Notes in Control and Information Sciences
1 Lecture Notes in Mathematics
1 Mathématiques & Applications (Berlin)
1 Panoramas et Synthèses
1 Oxford Texts in Applied and Engineering Mathematics
1 Stochastic Modelling and Applied Probability
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Mathematical Biosciences Institute Lecture Series. Stochastics in Biological Systems
1 SpringerBriefs in Mathematics
1 Wiley Series in Probability and Statistics

Publications by Year

Citations contained in zbMATH Open

156 Publications have been cited 5,446 times in 3,246 Documents Cited by Year
Adapted solution of a backward stochastic differential equation. Zbl 0692.93064
Pardoux, E.; Peng, S. G.
1990
Backward stochastic differential equations and quasilinear parabolic partial differential equations. Zbl 0766.60079
Pardoux, E.; Peng, S.
370
1992
Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Zbl 0899.60047
El Karoui, N.; Kapoudjian, C.; Pardoux, E.; Peng, S.; Quenez, M. C.
297
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
217
1997
Stochastic partial differential equations and filtering of diffusion processes. Zbl 0424.60067
Pardoux, E.
210
1979
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
194
1988
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
185
2003
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
162
1994
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
122
1999
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
121
1999
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
116
2001
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
89
2014
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
85
1997
Équations aux dérivées partielles stochastiques de type monotone. Zbl 0363.60041
Pardoux, É.
80
1975
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
77
2015
Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. Zbl 0893.60036
Pardoux, Étienne
75
1998
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
72
1993
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
72
1992
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
70
2003
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
61
1998
Time reversal of diffusions. Zbl 0607.60065
Haussmann, U. G.; Pardoux, E.
58
1986
Discretization and simulation of stochastic differential equations. Zbl 0554.60062
Pardoux, E.; Talay, D.
58
1985
Uniqueness for diffusions with piecewise constant coefficients. Zbl 0617.60075
Bass, R. F.; Pardoux, E.
53
1987
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
52
1997
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
47
1989
Optimal control for partially observed diffusions. Zbl 0484.93077
Fleming, Wendell H.; Pardoux, Etienne
45
1982
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
41
1998
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
40
1995
Equations du filtrage non linéaire de la prediction et du lissage. Zbl 0491.93062
Pardoux, E.
40
1982
Stochastic Volterra equations with anticipating coefficients. Zbl 0717.60073
Pardoux, Etienne; Protter, Philip
39
1990
Backward stochastic differential equations reflected in a convex domain. (Equations différentielles stochastiques rétrogrades réfléchies dans un convexe.) Zbl 0891.60050
Gegout-Petit, A.; Pardoux, E.
38
1996
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
38
2006
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
37
1994
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
36
1996
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
35
1999
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
33
1998
Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion. Zbl 0641.60065
Pardoux, E.; Wihstutz, Volker
32
1988
Monte-Carlo methods for the transport and diffusion equations. (Méthodes de Monte-Carlo pour les équations de transport et de diffusion.) Zbl 0886.65124
Lapeyre, Bernard; Pardoux, Étienne; Sentis, Rémi
30
1998
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
30
2005
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
28
1993
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
28
1993
A two-sided stochastic integral and its calculus. Zbl 0608.60058
Pardoux, E.; Protter, P.
27
1987
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
26
1997
Almost sure and moment stability for linear Ito equations. Zbl 0588.60049
Arnold, L.; Oeljeklaus, Eberhard; Pardoux, E.
26
1986
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
25
2016
Sur des équations aux dérivées partielles stochastiques monotones. Zbl 0236.60039
Pardoux, Étienne
25
1972
Linear stochastic differential equations with boundary conditions. Zbl 0661.60069
Ocone, Daniel L.; Pardoux, Etienne
25
1989
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
25
1991
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
24
1993
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
23
1999
Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus. (Intégrales Hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé.) Zbl 0754.60051
Grorud, A.; Pardoux, E.
22
1992
Asymptotic analysis of p.d.e.s with wide-band noise disturbances, and expansion of the moments. Zbl 0574.60066
Bouc, R.; Pardoux, E.
22
1984
Stochastic variational inequalities of parabolic type. Zbl 0701.60059
Haussmann, U. G.; Pardoux, E.
22
1989
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
18
1997
Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061
Buckdahn, R.; Pardoux, E.
17
1990
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
16
1994
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient. Zbl 1017.60068
Bahlali, Khaled; Essaky, El Hassan; Hassani, Mohammed; Pardoux, Etienne
16
2002
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
15
2003
Introduction to Monte-Carlo methods for transport and diffusion equations. Translated from the French by Alain Craig and Fionn Craig. Zbl 1136.65133
Lapeyre, Bernard; Pardoux, Étienne; Sentis, Remi
15
2003
“Trees under attack”: a Ray-Knight representation of Feller’s branching diffusion with logistic growth. Zbl 1266.60146
Le, Vi; Pardoux, E.; Wakolbinger, A.
15
2013
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
14
1994
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
14
2005
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
Ba, Mamadou; Pardoux, Etienne
14
2015
Singular homogenization with stationary in time and periodic in space coefficients. Zbl 1113.35015
Diop, M. A.; Iftimie, B.; Pardoux, E.; Piatnitski, A. L.
14
2006
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
13
1993
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
13
1991
Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Zbl 1255.60108
Pardoux, Étienne; Piatnitski, Andrey
13
2012
A conditionally almost linear filtering problem with non-Gaussian initial condition. Zbl 0641.60050
Haussmann, U. G.; Pardoux, E.
12
1988
Homogenization of periodic linear degenerate PDEs. Zbl 1167.60015
Hairer, Martin; Pardoux, Etienne
12
2008
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
11
2009
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
11
1997
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
11
2004
Differential calculus and integration by parts on Poisson space. Zbl 0685.60056
Carlen, Eric A.; Pardoux, Etienne
11
1990
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
10
2008
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
10
2017
Viscosity solutions for systems of parabolic variational inequalities. Zbl 1455.35311
Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel; Zălinescu, Adrian
9
2010
Height and the total mass of the forest of genealogical trees of a large population with general competition. Zbl 1333.60188
Le, Vi; Pardoux, Etienne
9
2015
BSDEs, convergence in law and homogenization of semilinear parabolic SDEs. (EDSR, convergence en loi et homogénéisation d’EDP paraboliques semi-linéaires.) Zbl 0986.60063
Gaudron, Guillaume; Pardoux, Etienne
8
2001
Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E.
8
1997
Homogenization of a singular random one-dimensional PDE. Zbl 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
8
2008
From Brownian motion with a local time drift to Feller’s branching diffusion with logistic growth. Zbl 1245.60079
Pardoux, Etienne; Wakolbinger, Anton
8
2011
Grossissement d’une filtration et retournement du temps d’une diffusion. (Enlargement of a filtration and time reversal of a diffusion). Zbl 0607.60042
Pardoux, E.
7
1986
The critical exponent for a stochastic PDE to hit zero. Zbl 0922.60057
Mueller, Carl; Pardoux, Etienne
7
1999
Homogenization of a singular random one-dimensional PDE. Zbl 1201.35036
Pardoux, Etienne; Piatnitski, Andrey
7
2006
Stochastic epidemic models with inference. Lectures given at the ICPAM/CIMPA school on “Stochastic models of epidemics”, Ziguinchor, Senegal, December 5–16, 2015. Zbl 1431.92007
6
2019
An Itô formula in Banach spaces and application. (Une formule d’Itô dans des espaces de Banach, et application.) Zbl 0792.60043
Fellah, D.; Pardoux, E.
6
1992
The effect of competition on the height and length of the forest of genealogical trees of a large population. Zbl 1280.60048
Ba, Mamadou; Pardoux, Etienne
6
2013
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
6
2015
Piecewise monotone filtering with small observation noise. Zbl 0689.93067
Fleming, W. H.; Pardoux, E.
6
1989
Filtrage non linéaire et équations aux dérivées partielles stochastiques associées. (Nonlinear filtering and associated stochastic partial differential equations). Zbl 0732.60050
Pardoux, Etienne
6
1991
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
6
2013
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
6
2019
Homogenization of a diffusion with locally periodic coefficients. Zbl 1067.35009
Benchérif-Madani, Abdellatif; Pardoux, Étienne
5
2005
From exploration paths to mass excursions – variations on a theme of Ray and Knight. Zbl 1246.60112
Pardoux, Etienne; Wakolbinger, Anton
5
2011
Homogenization of periodic semilinear parabolic degenerate PDEs. Zbl 1178.35052
Sow, A. B.; Rhodes, R.; Pardoux, É.
5
2009
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
5
2014
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach. Zbl 1184.35028
Benchérif-Madani, Abdellatif; Pardoux, étienne
5
2007
Invariant measures for white noise driven stochastic partial differential equations. Zbl 0824.60066
Da Prato, Giuseppe; Pardoux, Etienne
4
1995
Filtrage de diffusions avec conditions frontières: caractérisation de la densité conditionnelle. Zbl 0372.60057
Pardoux, É.
4
1978
Un résultat sur les équations aux dérivées partielles stochastiques et filtrage des processus de diffusion. Zbl 0395.60053
Pardoux, Etienne
4
1978
Fluctuations around a homogenised semilinear random PDE. Zbl 1456.35243
Hairer, Martin; Pardoux, Étienne
3
2021
Epidemic models with varying infectivity. Zbl 1471.92307
Forien, Raphaël; Pang, Guodong; Pardoux, Étienne
2
2021
A SIR model on a refining spatial grid. I: Law of large numbers. Zbl 1461.92117
N’zi, M.; Pardoux, E.; Yeo, T.
1
2021
Stochastic epidemic models with inference. Lectures given at the ICPAM/CIMPA school on “Stochastic models of epidemics”, Ziguinchor, Senegal, December 5–16, 2015. Zbl 1431.92007
6
2019
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
6
2019
Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models. Zbl 1481.60067
Pardoux, Etienne; Samegni-Kepgnou, Brice
1
2019
Approximation of a generalized continuous-state branching process with interaction. Zbl 1401.60159
Dramé, Ibrahima; Pardoux, Étienne
3
2018
Large deviations for infectious diseases models. Zbl 1454.60040
Kratz, Peter; Pardoux, Etienne
3
2018
Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit. Zbl 1400.92371
Kopp, Michael; Nassar, Elma; Pardoux, Etienne
1
2018
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
10
2017
Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media. Zbl 1358.60076
Bahlali, Khaled; Elouaflin, Abouo; Pardoux, Etienne
4
2017
Non-binary branching process and non-Markovian exploration process. Zbl 1371.60148
Drame, Ibrahima; Pardoux, Etienne; Sow, A. B.
2
2017
Continuity of the Feynman-Kac formula for a generalized parabolic equation. Zbl 1394.60065
Pardoux, Etienne; Răşcanu, Aurel
2
2017
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
25
2016
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
77
2015
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
Ba, Mamadou; Pardoux, Etienne
14
2015
Height and the total mass of the forest of genealogical trees of a large population with general competition. Zbl 1333.60188
Le, Vi; Pardoux, Etienne
9
2015
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
6
2015
Stochastic variational inequalities on non-convex domains. Zbl 1341.60050
Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel
4
2015
Numerical methods in the context of compartmental models in epidemiology. Zbl 1372.92106
Kratz, Peter; Pardoux, Etienne; Kepgnou, Brice Samegni
4
2015
The \(\Lambda\)-lookdown model with selection. Zbl 1346.60134
Bah, B.; Pardoux, E.
3
2015
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
89
2014
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
5
2014
“Trees under attack”: a Ray-Knight representation of Feller’s branching diffusion with logistic growth. Zbl 1266.60146
Le, Vi; Pardoux, E.; Wakolbinger, A.
15
2013
The effect of competition on the height and length of the forest of genealogical trees of a large population. Zbl 1280.60048
Ba, Mamadou; Pardoux, Etienne
6
2013
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
6
2013
Muller’s ratchet clicks in finite time. Zbl 1341.60090
Audiffren, Julien; Pardoux, Etienne
1
2013
Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Zbl 1255.60108
Pardoux, Étienne; Piatnitski, Andrey
13
2012
Binary trees, exploration processes, and an extended Ray-Knight theorem. Zbl 1252.60086
Ba, Mamadou; Pardoux, Etienne; Sow, Ahmadou Bamba
4
2012
A look-down model with selection. Zbl 1317.60089
Bah, Boubacar; Sow, Ahmadou Bamba; Pardoux, Etienne
2
2012
Stochastic filtering at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991). Zbl 1397.60010
El Karoui, Nicole; Pardoux, Etienne; Yor, Marc
2
2012
From Brownian motion with a local time drift to Feller’s branching diffusion with logistic growth. Zbl 1245.60079
Pardoux, Etienne; Wakolbinger, Anton
8
2011
From exploration paths to mass excursions – variations on a theme of Ray and Knight. Zbl 1246.60112
Pardoux, Etienne; Wakolbinger, Anton
5
2011
Homogenization of a periodic degenerate semilinear elliptic PDE. Zbl 1237.35063
Pardoux, Étienne; Sow, Ahmadou Bamba
2
2011
Viscosity solutions for systems of parabolic variational inequalities. Zbl 1455.35311
Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel; Zălinescu, Adrian
9
2010
Survival of a single mutant in one dimension. Zbl 1393.60115
Andjel, Enrique D.; Miller, Judith R.; Pardoux, Etienne
3
2010
Diffusion limit for many particles in a periodic stochastic acceleration field. Zbl 1215.82048
Elskens, Yves; Pardoux, Etienne
2
2010
Evolution of the ancestral recombination graph along the genome in case of selective sweep. Zbl 1205.92053
Leocard, Stephanie; Pardoux, Etienne
1
2010
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
11
2009
Homogenization of periodic semilinear parabolic degenerate PDEs. Zbl 1178.35052
Sow, A. B.; Rhodes, R.; Pardoux, É.
5
2009
A probabilistic formula for a Poisson equation with Neumann boundary condition. Zbl 1171.35493
Benchérif-Madani, A.; Pardoux, É.
4
2009
On the height and length of the ancestral recombination graph. Zbl 1176.60067
Pardoux, Etienne; Salamat, Majid
1
2009
Homogenization of periodic linear degenerate PDEs. Zbl 1167.60015
Hairer, Martin; Pardoux, Etienne
12
2008
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
10
2008
Homogenization of a singular random one-dimensional PDE. Zbl 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
8
2008
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach. Zbl 1184.35028
Benchérif-Madani, Abdellatif; Pardoux, étienne
5
2007
Homogenization of periodic semilinear hypoelliptic PDEs. Zbl 1131.35304
Diédhiou, Alassane; Pardoux, Étienne
1
2007
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
38
2006
Singular homogenization with stationary in time and periodic in space coefficients. Zbl 1113.35015
Diop, M. A.; Iftimie, B.; Pardoux, E.; Piatnitski, A. L.
14
2006
Homogenization of a singular random one-dimensional PDE. Zbl 1201.35036
Pardoux, Etienne; Piatnitski, Andrey
7
2006
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
30
2005
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
14
2005
Homogenization of a diffusion with locally periodic coefficients. Zbl 1067.35009
Benchérif-Madani, Abdellatif; Pardoux, Étienne
5
2005
Quenched large deviations for one dimensional nonlinear filtering. Zbl 1101.60017
Pardoux, Étienne; Zeitouni, Ofer
3
2005
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
11
2004
Locally periodic homogenization. Zbl 1064.35017
Benchérif-Madani, A.; Pardoux, É.
4
2004
Probabilistic interpretation of a system of quasilinear parabolic PDEs. Zbl 1062.60063
Sow, A. B.; Pardoux, E.
2
2004
Averaging of a parabolic partial differential equation with random evolution. Zbl 1063.35026
Diop, Mamadou Abdoul; Pardoux, Etienne
2
2004
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
185
2003
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
70
2003
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
15
2003
Introduction to Monte-Carlo methods for transport and diffusion equations. Translated from the French by Alain Craig and Fionn Craig. Zbl 1136.65133
Lapeyre, Bernard; Pardoux, Étienne; Sentis, Remi
15
2003
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient. Zbl 1017.60068
Bahlali, Khaled; Essaky, El Hassan; Hassani, Mohammed; Pardoux, Etienne
16
2002
Homogenization of PDEs with nonlinear boundary condition. Zbl 1038.60049
Ouknine, Y.; Pardoux, É.
2
2002
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
116
2001
BSDEs, convergence in law and homogenization of semilinear parabolic SDEs. (EDSR, convergence en loi et homogénéisation d’EDP paraboliques semi-linéaires.) Zbl 0986.60063
Gaudron, Guillaume; Pardoux, Etienne
8
2001
On the smoothness of an invariant measure of a Markov chain with respect to a parameter. Zbl 1053.60079
Veretennikov, A. Yu.; Pardoux, E.
3
2000
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
122
1999
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
121
1999
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
35
1999
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
23
1999
The critical exponent for a stochastic PDE to hit zero. Zbl 0922.60057
Mueller, Carl; Pardoux, Etienne
7
1999
Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. Zbl 0893.60036
Pardoux, Étienne
75
1998
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
61
1998
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
41
1998
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
33
1998
Monte-Carlo methods for the transport and diffusion equations. (Méthodes de Monte-Carlo pour les équations de transport et de diffusion.) Zbl 0886.65124
Lapeyre, Bernard; Pardoux, Étienne; Sentis, Rémi
30
1998
Reflected solutions of backward SDE’s, and related obstacle problems for PDE’s. Zbl 0899.60047
El Karoui, N.; Kapoudjian, C.; Pardoux, E.; Peng, S.; Quenez, M. C.
297
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
217
1997
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
85
1997
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
52
1997
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
26
1997
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
18
1997
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
11
1997
Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E.
8
1997
Backward stochastic differential equations reflected in a convex domain. (Equations différentielles stochastiques rétrogrades réfléchies dans un convexe.) Zbl 0891.60050
Gegout-Petit, A.; Pardoux, E.
38
1996
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
36
1996
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
40
1995
Invariant measures for white noise driven stochastic partial differential equations. Zbl 0824.60066
Da Prato, Giuseppe; Pardoux, Etienne
4
1995
Backward stochastic differential equations and applications. Zbl 0843.60054
Pardoux, Etienne
2
1995
Backward SDEs, quasilinear PDEs, and SPDEs. Zbl 0836.60059
Pardoux, Etienne
1
1995
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
162
1994
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
37
1994
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
16
1994
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
14
1994
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
72
1993
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
28
1993
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
28
1993
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
24
1993
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
13
1993
...and 56 more Documents
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Cited by 2,640 Authors

66 Pardoux, Etienne
53 Wu, Zhen
46 Nualart, David
42 Fan, Shengjun
42 Hu, Ying
42 Ouknine, Youssef
34 Peng, Shige
32 Jiang, Long
32 Zhang, Tusheng S.
29 Hamadene, Saïd
29 Tang, Shanjian
27 Buckdahn, Rainer
26 Ren, Yong
26 Yong, Jiongmin
25 Zhang, Jianfeng
24 Klimsiak, Tomasz
24 Ma, Jin
24 Russo, Francesco
24 Zhao, Weidong
23 Bahlali, Khaled
23 Li, Juan
23 Matoussi, Anis
23 Shi, Yufeng
21 Hairer, Martin
21 Röckner, Michael
20 Ji, Shaolin
19 El Otmani, Mohamed
19 Hu, Mingshang
19 Touzi, Nizar
18 Brzeźniak, Zdzisław
18 Imkeller, Peter
18 Popier, Alexandre
18 Possamaï, Dylan
17 Da Prato, Giuseppe
17 Øksendal, Bernt Karsten
17 Yu, Zhiyong
16 Karatzas, Ioannis
16 Rascanu, Aurel
15 Chen, Zengjing
15 Elliott, Robert James
14 Barbu, Viorel
14 Djehiche, Boualem
14 Friz, Peter Karl
14 Fuhrman, Marco
14 Maticiuc, Lucian
14 Pham, Huyên
14 Wang, Falei
13 Briand, Philippe
13 Chassagneux, Jean-François
13 Gyöngy, István
13 Jia, Guangyan
13 Mezerdi, Brahim
13 Rozkosz, Andrzej
13 Sanz-Solé, Marta
13 Spiliopoulos, Konstantinos V.
13 Veretennikov, Alexander Yu.
12 Confortola, Fulvia
12 Delarue, François
12 Duan, Jinqiao
12 Essaky, El Hassan
12 Flandoli, Franco
12 Gobet, Emmanuel
12 Hu, Feng
12 Richou, Adrien
12 Scarpa, Luca
12 Shi, Jingtao
12 Zambotti, Lorenzo
12 Zhou, Chao
11 Bally, Vlad
11 Gess, Benjamin
11 Huang, Jianhui
11 Quenez, Marie-Claire
11 Warin, Xavier
11 Yang, Xue
11 Zhang, Liangquan
11 Zhang, Xicheng
10 Aman, Auguste
10 Crisan, Dan O.
10 Dalang, Robert C.
10 Dokuchaev, Nikolai G.
10 Hu, Yaozhong
10 Jentzen, Arnulf
10 Kruse, Thomas
10 Liang, Gechun
10 Luo, Peng
10 Masiero, Federica
10 Nie, Tianyang
10 Qiu, Jinniao
10 Sulem, Agnès
10 Wang, Tianxiao
10 Wen, Jiaqiang
9 Belopol’skaya, Yana Isaevna
9 Bouchard, Bruno
9 Boufoussi, Brahim
9 Cosso, Andrea
9 Du, Kai
9 Gu, Yu
9 Hu, Lanying
9 Kharroubi, Idris
9 Khoshnevisan, Davar
...and 2,540 more Authors
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Cited in 378 Serials

341 Stochastic Processes and their Applications
118 Stochastic Analysis and Applications
103 The Annals of Applied Probability
102 The Annals of Probability
96 Statistics & Probability Letters
93 Probability Theory and Related Fields
86 Journal of Mathematical Analysis and Applications
74 Journal of Differential Equations
69 Applied Mathematics and Optimization
65 Journal of Functional Analysis
65 Stochastics and Dynamics
64 Stochastics
50 Systems & Control Letters
44 SIAM Journal on Control and Optimization
40 Potential Analysis
39 Journal of Theoretical Probability
39 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
39 Random Operators and Stochastic Equations
39 Comptes Rendus. Mathématique. Académie des Sciences, Paris
37 Stochastic and Partial Differential Equations. Analysis and Computations
36 Electronic Journal of Probability
30 Bernoulli
28 Acta Mathematicae Applicatae Sinica. English Series
27 Bulletin des Sciences Mathématiques
26 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
24 International Journal of Control
24 Applied Mathematics and Computation
24 Journal of Computational and Applied Mathematics
24 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
24 Science China. Mathematics
23 Acta Mathematica Sinica. English Series
22 Stochastics
22 Stochastics and Stochastics Reports
22 Mathematical Control and Related Fields
21 Journal of Statistical Physics
21 Infinite Dimensional Analysis, Quantum Probability and Related Topics
21 Probability, Uncertainty and Quantitative Risk
19 Discrete and Continuous Dynamical Systems
18 Abstract and Applied Analysis
18 Discrete and Continuous Dynamical Systems. Series B
17 Journal of Systems Science and Complexity
17 Advances in Difference Equations
16 Journal of Computational Physics
16 Automatica
16 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
16 Physica D
16 Finance and Stochastics
15 Communications in Mathematical Physics
15 Journal of Mathematical Physics
15 Journal of Optimization Theory and Applications
15 Transactions of the American Mathematical Society
13 Journal of Applied Probability
13 Mathematics and Computers in Simulation
13 SIAM Journal on Mathematical Analysis
13 Journal of Mathematical Sciences (New York)
13 Mathematical Finance
13 International Journal of Theoretical and Applied Finance
12 NoDEA. Nonlinear Differential Equations and Applications
12 Electronic Communications in Probability
12 Mathematical Problems in Engineering
12 SIAM Journal on Financial Mathematics
11 Advances in Applied Probability
11 Acta Applicandae Mathematicae
11 Mathematics and Financial Economics
10 Chinese Annals of Mathematics. Series B
10 Journal of Scientific Computing
10 Afrika Matematika
9 Theory of Probability and its Applications
9 Insurance Mathematics & Economics
9 Communications in Statistics. Theory and Methods
9 Journal of Nonlinear Science
9 Monte Carlo Methods and Applications
9 Journal of Inequalities and Applications
8 Computers & Mathematics with Applications
8 Mathematics of Computation
8 Chaos, Solitons and Fractals
8 Journal of Economic Dynamics & Control
8 MCSS. Mathematics of Control, Signals, and Systems
8 Journal de Mathématiques Pures et Appliquées. Neuvième Série
8 Mathematical Methods of Operations Research
8 Journal of Evolution Equations
8 Acta Mathematica Scientia. Series B. (English Edition)
7 Journal of Mathematical Biology
7 Journal of Applied Mathematics and Stochastic Analysis
7 Theory of Probability and Mathematical Statistics
7 Applied Mathematical Finance
7 Methodology and Computing in Applied Probability
7 Asia-Pacific Financial Markets
7 Frontiers of Mathematics in China
7 SIAM/ASA Journal on Uncertainty Quantification
6 Archive for Rational Mechanics and Analysis
6 Nonlinearity
6 Mathematics of Operations Research
6 SIAM Journal on Numerical Analysis
6 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
6 Communications in Statistics. Simulation and Computation
6 Journal of Dynamics and Differential Equations
6 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
6 SIAM Journal on Scientific Computing
6 Stochastic Models
...and 278 more Serials
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Cited in 50 Fields

2,813 Probability theory and stochastic processes (60-XX)
799 Partial differential equations (35-XX)
659 Systems theory; control (93-XX)
463 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
336 Calculus of variations and optimal control; optimization (49-XX)
334 Numerical analysis (65-XX)
173 Ordinary differential equations (34-XX)
134 Statistics (62-XX)
119 Dynamical systems and ergodic theory (37-XX)
96 Statistical mechanics, structure of matter (82-XX)
87 Fluid mechanics (76-XX)
85 Biology and other natural sciences (92-XX)
74 Operator theory (47-XX)
52 Global analysis, analysis on manifolds (58-XX)
51 Integral equations (45-XX)
51 Operations research, mathematical programming (90-XX)
31 Potential theory (31-XX)
31 Functional analysis (46-XX)
20 Computer science (68-XX)
20 Quantum theory (81-XX)
19 Measure and integration (28-XX)
15 Mechanics of deformable solids (74-XX)
13 Mechanics of particles and systems (70-XX)
12 Real functions (26-XX)
11 Classical thermodynamics, heat transfer (80-XX)
11 Geophysics (86-XX)
9 Approximations and expansions (41-XX)
8 Combinatorics (05-XX)
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8 Optics, electromagnetic theory (78-XX)
7 Difference and functional equations (39-XX)
6 Information and communication theory, circuits (94-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Nonassociative rings and algebras (17-XX)
4 Topological groups, Lie groups (22-XX)
4 Astronomy and astrophysics (85-XX)
3 General and overarching topics; collections (00-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Associative rings and algebras (16-XX)
2 Functions of a complex variable (30-XX)
2 Special functions (33-XX)
2 Abstract harmonic analysis (43-XX)
2 Integral transforms, operational calculus (44-XX)
2 Manifolds and cell complexes (57-XX)
1 Commutative algebra (13-XX)
1 Several complex variables and analytic spaces (32-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)

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