×

zbMATH — the first resource for mathematics

Pardoux, Etienne

Compute Distance To:
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: 179 Publications since 1972, including 10 Books
Reviewing Activity: 20 Reviews
all top 5

Co-Authors

36 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.
4 Benchérif-Madani, Abdellatif
4 Haussmann, Ulrich G.
4 Kepgnou, Brice Samegni
4 Peng, Shige
4 Wakolbinger, Anton
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 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 Grorud, Axel
2 Iftimie, Bogdan
2 Kratz, Peter
2 Lapeyre, Bernard
2 Le, Vi
2 Maticiuc, Lucian
2 Michel, Dominique
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 Forien, Raphaël
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 Metivier, Michel
1 Miller, Judith R.
1 Müller, Carl E.
1 N’Zi, Modeste
1 Oeljeklaus, Eberhard
1 Ouknine, Youssef
1 Pang, Guodong
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 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 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 Ştiinţifice ale Universităţii Al. I. Cuza din Iaşi. (Serie Nouă.) Secţiunea 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 Asymptotic Analysis
1 The Annals of Applied Probability
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 Stochastics
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 Wiley Series in Probability and Statistics

Publications by Year

Citations contained in zbMATH Open

153 Publications have been cited 4,838 times in 2,895 Documents Cited by Year
Adapted solution of a backward stochastic differential equation. Zbl 0692.93064
Pardoux, E.; Peng, S. G.
948
1990
Backward stochastic differential equations and quasilinear parabolic partial differential equations. Zbl 0766.60079
Pardoux, E.; Peng, S.
316
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.
258
1997
Stochastic partial differential equations and filtering of diffusion processes. Zbl 0424.60067
Pardoux, E.
203
1979
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
198
1997
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
184
1988
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
168
2003
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
148
1994
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
112
1999
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
98
1999
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
95
2001
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
78
1997
Équations aux dérivées partielles stochastiques de type monotone. Zbl 0363.60041
Pardoux, É.
73
1975
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
67
1992
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
66
1993
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
65
2014
Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. Zbl 0893.60036
Pardoux, Étienne
63
1998
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
63
2015
Discretization and simulation of stochastic differential equations. Zbl 0554.60062
Pardoux, E.; Talay, D.
58
1985
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
58
2003
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
52
1998
Time reversal of diffusions. Zbl 0607.60065
Haussmann, U. G.; Pardoux, E.
50
1986
Uniqueness for diffusions with piecewise constant coefficients. Zbl 0617.60075
Bass, R. F.; Pardoux, E.
50
1987
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
46
1989
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
44
1997
Optimal control for partially observed diffusions. Zbl 0484.93077
Fleming, Wendell H.; Pardoux, Etienne
42
1982
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
38
1998
Equations du filtrage non linéaire de la prediction et du lissage. Zbl 0491.93062
Pardoux, E.
38
1982
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
35
1995
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
35
1994
Stochastic Volterra equations with anticipating coefficients. Zbl 0717.60073
Pardoux, Etienne; Protter, Philip
35
1990
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
34
1996
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
33
2006
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
32
1999
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.
32
1996
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
31
1998
Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion. Zbl 0641.60065
Pardoux, E.; Wihstutz, Volker
30
1988
Almost sure and moment stability for linear Ito equations. Zbl 0588.60049
Arnold, L.; Oeljeklaus, Eberhard; Pardoux, E.
26
1986
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
26
1993
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
25
1993
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
24
1991
A two-sided stochastic integral and its calculus. Zbl 0608.60058
Pardoux, E.; Protter, P.
24
1987
Sur des équations aux dérivées partielles stochastiques monotones. Zbl 0236.60039
Pardoux, Étienne
24
1972
Linear stochastic differential equations with boundary conditions. Zbl 0661.60069
Ocone, Daniel L.; Pardoux, Etienne
23
1989
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
23
2005
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
22
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
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
22
1993
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
22
1997
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
22
1998
Asymptotic analysis of p.d.e.s with wide-band noise disturbances, and expansion of the moments. Zbl 0574.60066
Bouc, R.; Pardoux, E.
21
1984
Stochastic variational inequalities of parabolic type. Zbl 0701.60059
Haussmann, U. G.; Pardoux, E.
21
1989
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
18
2016
Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061
Buckdahn, R.; Pardoux, E.
17
1990
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
16
1997
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
15
2005
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
15
2002
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
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
13
2003
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
13
1994
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
13
1994
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
13
2003
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
12
1993
A conditionally almost linear filtering problem with non-Gaussian initial condition. Zbl 0641.60050
Haussmann, U. G.; Pardoux, E.
12
1988
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
11
1991
“Trees under attack”: a Ray-Knight representation of Feller’s branching diffusion with logistic growth. Zbl 1266.60146
Le, Vi; Pardoux, E.; Wakolbinger, A.
11
2013
Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Zbl 1255.60108
Pardoux, Étienne; Piatnitski, Andrey
11
2012
Homogenization of periodic linear degenerate PDEs. Zbl 1167.60015
Hairer, Martin; Pardoux, Etienne
11
2008
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
10
2004
Differential calculus and integration by parts on Poisson space. Zbl 0685.60056
Carlen, Eric A.; Pardoux, Etienne
10
1990
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
10
1997
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
9
2009
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
Ba, Mamadou; Pardoux, Etienne
9
2015
Viscosity solutions for systems of parabolic variational inequalities. Zbl 1455.35311
Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel; Zălinescu, Adrian
8
2010
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
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
8
2017
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 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
7
2008
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
7
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
7
2001
From Brownian motion with a local time drift to Feller’s branching diffusion with logistic growth. Zbl 1245.60079
Pardoux, Etienne; Wakolbinger, Anton
7
2011
Homogenization of a singular random one-dimensional PDE. Zbl 1201.35036
Pardoux, Etienne; Piatnitski, Andrey
7
2006
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.
6
1986
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
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
6
2008
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.
5
1992
Piecewise monotone filtering with small observation noise. Zbl 0689.93067
Fleming, W. H.; Pardoux, E.
5
1989
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
Lyapounov exponent of linear stochastic systems with large diffusion term. Zbl 0749.60061
Pardoux, E.; Wihstutz, Volker
4
1992
Numerical methods in the context of compartmental models in epidemiology. Zbl 1372.92106
Kratz, Peter; Pardoux, Etienne; Kepgnou, Brice Samegni
4
2015
Moments of semilinear random evolutions. Zbl 0469.60060
Bouc, R.; Pardoux, E.
4
1981
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
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
4
2015
Locally periodic homogenization. Zbl 1064.35017
Benchérif-Madani, A.; Pardoux, É.
4
2004
Stochastic variational inequalities on non-convex domains. Zbl 1341.60050
Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel
4
2015
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
4
2014
Fluctuations around a homogenised semilinear random PDE. Zbl 1456.35243
Hairer, Martin; Pardoux, Étienne
3
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
Britton, Tom; Pardoux, Etienne
3
2019
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
2
2019
Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models. Zbl 07098094
Pardoux, Etienne; Samegni-Kepgnou, Brice
1
2019
Approximation of a generalized continuous-state branching process with interaction. Zbl 1401.60159
Dramé, Ibrahima; Pardoux, Étienne
2
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
8
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
2
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
1
2017
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
18
2016
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
63
2015
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
Ba, Mamadou; Pardoux, Etienne
9
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
7
2015
Numerical methods in the context of compartmental models in epidemiology. Zbl 1372.92106
Kratz, Peter; Pardoux, Etienne; Kepgnou, Brice Samegni
4
2015
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
4
2015
Stochastic variational inequalities on non-convex domains. Zbl 1341.60050
Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel
4
2015
The \(\Lambda\)-lookdown model with selection. Zbl 1346.60134
Bah, B.; Pardoux, E.
2
2015
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
65
2014
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
4
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.
11
2013
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
6
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
3
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
11
2012
Binary trees, exploration processes, and an extended Ray-Knight theorem. Zbl 1252.60086
Ba, Mamadou; Pardoux, Etienne; Sow, Ahmadou Bamba
3
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
1
2012
From Brownian motion with a local time drift to Feller’s branching diffusion with logistic growth. Zbl 1245.60079
Pardoux, Etienne; Wakolbinger, Anton
7
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
8
2010
Survival of a single mutant in one dimension. Zbl 1393.60115
Andjel, Enrique D.; Miller, Judith R.; 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
Diffusion limit for many particles in a periodic stochastic acceleration field. Zbl 1215.82048
Elskens, Yves; Pardoux, Etienne
1
2010
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
9
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.
3
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
11
2008
Homogenization of a singular random one-dimensional PDE. Zbl 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
7
2008
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
6
2008
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach. Zbl 1184.35028
Benchérif-Madani, Abdellatif; Pardoux, étienne
4
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
33
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.
23
2005
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
15
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
1
2005
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
10
2004
Locally periodic homogenization. Zbl 1064.35017
Benchérif-Madani, A.; Pardoux, É.
4
2004
Averaging of a parabolic partial differential equation with random evolution. Zbl 1063.35026
Diop, Mamadou Abdoul; Pardoux, Etienne
2
2004
Probabilistic interpretation of a system of quasilinear parabolic PDEs. Zbl 1062.60063
Sow, A. B.; Pardoux, E.
1
2004
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
168
2003
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
58
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
13
2003
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
13
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
15
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.
95
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
7
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
112
1999
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
98
1999
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
32
1999
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
22
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
63
1998
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
52
1998
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
38
1998
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
31
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
22
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.
258
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
198
1997
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
78
1997
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
44
1997
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
22
1997
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
16
1997
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
10
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
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
34
1996
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.
32
1996
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
35
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
148
1994
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
35
1994
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
13
1994
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
13
1994
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
66
1993
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
26
1993
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
25
1993
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
22
1993
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
12
1993
A stochastic Feynman-Kac formula for anticipating SPDE’s, and application to nonlinear smoothing. Zbl 0795.60054
Ocone, Daniel L.; Pardoux, Etienne
3
1993
Backward stochastic differential equations and quasilinear parabolic partial differential equations. Zbl 0766.60079
Pardoux, E.; Peng, S.
316
1992
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
67
1992
...and 53 more Documents
all top 5

Cited by 2,334 Authors

63 Pardoux, Etienne
48 Wu, Zhen
42 Nualart, David
41 Hu, Ying
39 Fan, Shengjun
35 Ouknine, Youssef
33 Peng, Shige
32 Zhang, Tusheng S.
30 Jiang, Long
27 Buckdahn, Rainer
27 Hamadene, Saïd
27 Tang, Shanjian
25 Yong, Jiongmin
25 Zhang, Jianfeng
24 Klimsiak, Tomasz
23 Li, Juan
23 Ma, Jin
23 Ren, Yong
23 Shi, Yufeng
22 Matoussi, Anis
20 Bahlali, Khaled
20 Hairer, Martin
20 Röckner, Michael
20 Russo, Francesco
18 Ji, Shaolin
18 Touzi, Nizar
17 Brzeźniak, Zdzisław
17 Da Prato, Giuseppe
17 Imkeller, Peter
17 Popier, Alexandre
17 Possamaï, Dylan
17 Zhao, Weidong
16 El Otmani, Mohamed
16 Hu, Mingshang
16 Øksendal, Bernt Karsten
15 Rascanu, Aurel
14 Barbu, Viorel
14 Chen, Zengjing
14 Fuhrman, Marco
14 Karatzas, Ioannis
13 Briand, Philippe
13 Djehiche, Boualem
13 Elliott, Robert James
13 Gyöngy, István
13 Maticiuc, Lucian
13 Sanz-Solé, Marta
13 Veretennikov, Alexander Yu.
13 Yu, Zhiyong
12 Confortola, Fulvia
12 Essaky, El Hassan
12 Friz, Peter Karl
12 Jia, Guangyan
12 Mezerdi, Brahim
12 Pham, Huyên
12 Rozkosz, Andrzej
12 Scarpa, Luca
11 Bally, Vlad
11 Chassagneux, Jean-François
11 Delarue, François
11 Duan, Jinqiao
11 Flandoli, Franco
11 Gobet, Emmanuel
11 Hu, Feng
11 Quenez, Marie-Claire
11 Spiliopoulos, Konstantinos V.
11 Wang, Falei
11 Zambotti, Lorenzo
11 Zhang, Xicheng
10 Aman, Auguste
10 Crisan, Dan O.
10 Dalang, Robert C.
10 Gess, Benjamin
10 Richou, Adrien
10 Shi, Jingtao
10 Sulem, Agnès
10 Zhang, Liangquan
10 Zhou, Chao
9 Belopol’skaya, Yana Isaevna
9 Bouchard, Bruno
9 Cosso, Andrea
9 Hassani, Mohammed
9 Hu, Lanying
9 Huang, Jianhui
9 Kharroubi, Idris
9 Khoshnevisan, Davar
9 Krylov, Nicolaĭ Vladimirovich
9 Liang, Gechun
9 Masiero, Federica
9 Milstein, Grigori N.
9 Mohammed, Salah-Eldin A.
9 Nie, Tianyang
9 N’Zi, Modeste
9 Réveillac, Anthony
9 Shkolnikov, Mykhaylo
9 Sow, Ahmadou Bamba
9 Wang, Tianxiao
9 Warin, Xavier
9 Wen, Jiaqiang
9 Xu, Mingyu
9 Zhou, Jianjun
...and 2,234 more Authors
all top 5

Cited in 347 Serials

325 Stochastic Processes and their Applications
116 Stochastic Analysis and Applications
99 The Annals of Probability
92 Probability Theory and Related Fields
92 The Annals of Applied Probability
89 Statistics & Probability Letters
75 Journal of Mathematical Analysis and Applications
64 Journal of Differential Equations
62 Applied Mathematics and Optimization
62 Journal of Functional Analysis
53 Stochastics and Dynamics
45 Systems & Control Letters
38 Potential Analysis
37 Random Operators and Stochastic Equations
37 Comptes Rendus. Mathématique. Académie des Sciences, Paris
36 SIAM Journal on Control and Optimization
34 Stochastics
33 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
32 Electronic Journal of Probability
32 Stochastic and Partial Differential Equations. Analysis and Computations
31 Journal of Theoretical Probability
28 Acta Mathematicae Applicatae Sinica. English Series
27 Bernoulli
25 Bulletin des Sciences Mathématiques
24 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
23 Acta Mathematica Sinica. English Series
23 Science China. Mathematics
22 International Journal of Control
22 Stochastics
22 Stochastics and Stochastics Reports
21 Journal of Statistical Physics
21 Applied Mathematics and Computation
21 Journal of Computational and Applied Mathematics
21 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
21 Infinite Dimensional Analysis, Quantum Probability and Related Topics
20 Mathematical Control and Related Fields
18 Discrete and Continuous Dynamical Systems
18 Abstract and Applied Analysis
16 Automatica
16 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
16 Journal of Systems Science and Complexity
15 Communications in Mathematical Physics
15 Journal of Optimization Theory and Applications
15 Transactions of the American Mathematical Society
15 Physica D
15 Finance and Stochastics
15 Discrete and Continuous Dynamical Systems. Series B
15 Probability, Uncertainty and Quantitative Risk
13 Mathematics and Computers in Simulation
13 Journal of Mathematical Sciences (New York)
13 Mathematical Finance
12 Journal of Mathematical Physics
12 Journal of Applied Probability
12 Mathematical Problems in Engineering
12 International Journal of Theoretical and Applied Finance
11 Advances in Applied Probability
11 Acta Applicandae Mathematicae
11 SIAM Journal on Mathematical Analysis
11 Mathematics and Financial Economics
10 Chinese Annals of Mathematics. Series B
10 NoDEA. Nonlinear Differential Equations and Applications
10 Advances in Difference Equations
10 SIAM Journal on Financial Mathematics
10 Afrika Matematika
9 Journal of Computational Physics
9 Insurance Mathematics & Economics
9 Electronic Communications in Probability
8 Mathematics of Computation
8 Theory of Probability and its Applications
8 Journal of Economic Dynamics & Control
8 MCSS. Mathematics of Control, Signals, and Systems
8 Journal of Scientific Computing
8 Journal de Mathématiques Pures et Appliquées. Neuvième Série
8 Journal of Nonlinear Science
8 Monte Carlo Methods and Applications
8 Mathematical Methods of Operations Research
7 Computers & Mathematics with Applications
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 Asia-Pacific Financial Markets
6 Archive for Rational Mechanics and Analysis
6 Chaos, Solitons and Fractals
6 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
6 Journal of Dynamics and Differential Equations
6 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
6 Journal of Inequalities and Applications
6 Journal of Evolution Equations
6 Stochastic Models
6 Journal of Applied Mathematics and Computing
6 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
6 Frontiers of Mathematics in China
5 Nonlinearity
5 Ukrainian Mathematical Journal
5 Journal of Econometrics
5 Journal of Mathematical Economics
5 Mathematics of Operations Research
5 Proceedings of the American Mathematical Society
5 Applied Numerical Mathematics
...and 247 more Serials
all top 5

Cited in 50 Fields

2,519 Probability theory and stochastic processes (60-XX)
708 Partial differential equations (35-XX)
588 Systems theory; control (93-XX)
417 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
299 Calculus of variations and optimal control; optimization (49-XX)
286 Numerical analysis (65-XX)
163 Ordinary differential equations (34-XX)
116 Statistics (62-XX)
105 Dynamical systems and ergodic theory (37-XX)
82 Statistical mechanics, structure of matter (82-XX)
78 Fluid mechanics (76-XX)
65 Operator theory (47-XX)
62 Biology and other natural sciences (92-XX)
51 Operations research, mathematical programming (90-XX)
45 Global analysis, analysis on manifolds (58-XX)
42 Integral equations (45-XX)
30 Potential theory (31-XX)
28 Functional analysis (46-XX)
17 Measure and integration (28-XX)
16 Quantum theory (81-XX)
15 Mechanics of deformable solids (74-XX)
11 Computer science (68-XX)
11 Mechanics of particles and systems (70-XX)
10 Classical thermodynamics, heat transfer (80-XX)
9 Real functions (26-XX)
8 Geophysics (86-XX)
7 Approximations and expansions (41-XX)
7 Differential geometry (53-XX)
7 Optics, electromagnetic theory (78-XX)
6 Difference and functional equations (39-XX)
5 Combinatorics (05-XX)
5 Information and communication theory, circuits (94-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Nonassociative rings and algebras (17-XX)
4 Astronomy and astrophysics (85-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)
1 General and overarching topics; collections (00-XX)
1 Commutative algebra (13-XX)
1 Topological groups, Lie groups (22-XX)
1 Integral transforms, operational calculus (44-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Mathematics education (97-XX)

Citations by Year

Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.