## Pardoux, Etienne

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 Author ID: pardoux.etienne Published as: Pardoux, Etienne; Pardoux, E.; Pardoux, Étienne; Pardoux, É.; Pardoux, étienne; Pardoux, È. more...less 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
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### 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.
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### 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
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### Fields

 168 Probability theory and stochastic processes (60-XX) 53 Partial differential equations (35-XX) 35 Systems theory; control (93-XX) 30 Biology and other natural sciences (92-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 7 Statistics (62-XX) 6 Ordinary differential equations (34-XX) 6 Numerical analysis (65-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 General and overarching topics; collections (00-XX) 5 Fluid mechanics (76-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Combinatorics (05-XX) 2 Mechanics of deformable solids (74-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Mechanics of particles and systems (70-XX)

### 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.
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.
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
1997
Stochastic partial differential equations and filtering of diffusion processes. Zbl 0424.60067
Pardoux, E.
1979
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
1988
$$L^p$$ solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
2003
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
1994
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
1999
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
1999
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
2001
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
2014
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
1997
Équations aux dérivées partielles stochastiques de type monotone. Zbl 0363.60041
Pardoux, É.
1975
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
2015
Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. Zbl 0893.60036
Pardoux, Étienne
1998
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
1993
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
1992
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
2003
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
1998
Time reversal of diffusions. Zbl 0607.60065
Haussmann, U. G.; Pardoux, E.
1986
Discretization and simulation of stochastic differential equations. Zbl 0554.60062
Pardoux, E.; Talay, D.
1985
Uniqueness for diffusions with piecewise constant coefficients. Zbl 0617.60075
Bass, R. F.; Pardoux, E.
1987
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
1997
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
1989
Optimal control for partially observed diffusions. Zbl 0484.93077
Fleming, Wendell H.; Pardoux, Etienne
1982
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
1998
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
1995
Equations du filtrage non linéaire de la prediction et du lissage. Zbl 0491.93062
Pardoux, E.
1982
Stochastic Volterra equations with anticipating coefficients. Zbl 0717.60073
Pardoux, Etienne; Protter, Philip
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.
1996
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
2006
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
1996
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
1999
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
1998
Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion. Zbl 0641.60065
Pardoux, E.; Wihstutz, Volker
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
1998
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
2005
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
1993
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
1993
A two-sided stochastic integral and its calculus. Zbl 0608.60058
Pardoux, E.; Protter, P.
1987
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
1997
Almost sure and moment stability for linear Ito equations. Zbl 0588.60049
Arnold, L.; Oeljeklaus, Eberhard; Pardoux, E.
1986
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
2016
Sur des équations aux dérivées partielles stochastiques monotones. Zbl 0236.60039
Pardoux, Étienne
1972
Linear stochastic differential equations with boundary conditions. Zbl 0661.60069
Ocone, Daniel L.; Pardoux, Etienne
1989
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
1991
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
1993
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
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.
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.
1984
Stochastic variational inequalities of parabolic type. Zbl 0701.60059
Haussmann, U. G.; Pardoux, E.
1989
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
1997
Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061
Buckdahn, R.; Pardoux, E.
1990
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
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
2002
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
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
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.
2013
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
1994
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
2005
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
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.
2006
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
1993
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
1991
Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Zbl 1255.60108
Pardoux, Étienne; Piatnitski, Andrey
2012
A conditionally almost linear filtering problem with non-Gaussian initial condition. Zbl 0641.60050
Haussmann, U. G.; Pardoux, E.
1988
Homogenization of periodic linear degenerate PDEs. Zbl 1167.60015
Hairer, Martin; Pardoux, Etienne
2008
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
2009
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
1997
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
2004
Differential calculus and integration by parts on Poisson space. Zbl 0685.60056
Carlen, Eric A.; Pardoux, Etienne
1990
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
2008
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
2017
Viscosity solutions for systems of parabolic variational inequalities. Zbl 1455.35311
Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel; Zălinescu, Adrian
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
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
2001
Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E.
1997
Homogenization of a singular random one-dimensional PDE. Zbl 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
2008
From Brownian motion with a local time drift to Feller’s branching diffusion with logistic growth. Zbl 1245.60079
Pardoux, Etienne; Wakolbinger, Anton
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.
1986
The critical exponent for a stochastic PDE to hit zero. Zbl 0922.60057
Mueller, Carl; Pardoux, Etienne
1999
Homogenization of a singular random one-dimensional PDE. Zbl 1201.35036
Pardoux, Etienne; Piatnitski, Andrey
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
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.
1992
The effect of competition on the height and length of the forest of genealogical trees of a large population. Zbl 1280.60048
2013
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
2015
Piecewise monotone filtering with small observation noise. Zbl 0689.93067
Fleming, W. H.; Pardoux, E.
1989
Filtrage non linéaire et équations aux dérivées partielles stochastiques associées. (Nonlinear filtering and associated stochastic partial differential equations). Zbl 0732.60050
Pardoux, Etienne
1991
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
2013
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
2019
Homogenization of a diffusion with locally periodic coefficients. Zbl 1067.35009
2005
From exploration paths to mass excursions – variations on a theme of Ray and Knight. Zbl 1246.60112
Pardoux, Etienne; Wakolbinger, Anton
2011
Homogenization of periodic semilinear parabolic degenerate PDEs. Zbl 1178.35052
Sow, A. B.; Rhodes, R.; Pardoux, É.
2009
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
2014
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach. Zbl 1184.35028
2007
Invariant measures for white noise driven stochastic partial differential equations. Zbl 0824.60066
Da Prato, Giuseppe; Pardoux, Etienne
1995
Filtrage de diffusions avec conditions frontières: caractérisation de la densité conditionnelle. Zbl 0372.60057
Pardoux, É.
1978
Un résultat sur les équations aux dérivées partielles stochastiques et filtrage des processus de diffusion. Zbl 0395.60053
Pardoux, Etienne
1978
Fluctuations around a homogenised semilinear random PDE. Zbl 1456.35243
Hairer, Martin; Pardoux, Étienne
2021
Epidemic models with varying infectivity. Zbl 1471.92307
Forien, Raphaël; Pang, Guodong; Pardoux, Étienne
2021
A SIR model on a refining spatial grid. I: Law of large numbers. Zbl 1461.92117
N&rsquo;zi, M.; Pardoux, E.; Yeo, T.
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
2019
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
2019
Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models. Zbl 1481.60067
Pardoux, Etienne; Samegni-Kepgnou, Brice
2019
Approximation of a generalized continuous-state branching process with interaction. Zbl 1401.60159
Dramé, Ibrahima; Pardoux, Étienne
2018
Large deviations for infectious diseases models. Zbl 1454.60040
Kratz, Peter; Pardoux, Etienne
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
2018
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
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
2017
Non-binary branching process and non-Markovian exploration process. Zbl 1371.60148
Drame, Ibrahima; Pardoux, Etienne; Sow, A. B.
2017
Continuity of the Feynman-Kac formula for a generalized parabolic equation. Zbl 1394.60065
Pardoux, Etienne; Răşcanu, Aurel
2017
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
2016
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
2015
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
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
2015
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
2015
Stochastic variational inequalities on non-convex domains. Zbl 1341.60050
Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel
2015
Numerical methods in the context of compartmental models in epidemiology. Zbl 1372.92106
Kratz, Peter; Pardoux, Etienne; Kepgnou, Brice Samegni
2015
The $$\Lambda$$-lookdown model with selection. Zbl 1346.60134
Bah, B.; Pardoux, E.
2015
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
2014
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
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.
2013
The effect of competition on the height and length of the forest of genealogical trees of a large population. Zbl 1280.60048
2013
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
2013
Muller’s ratchet clicks in finite time. Zbl 1341.60090
Audiffren, Julien; Pardoux, Etienne
2013
Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Zbl 1255.60108
Pardoux, Étienne; Piatnitski, Andrey
2012
Binary trees, exploration processes, and an extended Ray-Knight theorem. Zbl 1252.60086
2012
A look-down model with selection. Zbl 1317.60089
Bah, Boubacar; Sow, Ahmadou Bamba; Pardoux, Etienne
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
2012
From Brownian motion with a local time drift to Feller’s branching diffusion with logistic growth. Zbl 1245.60079
Pardoux, Etienne; Wakolbinger, Anton
2011
From exploration paths to mass excursions – variations on a theme of Ray and Knight. Zbl 1246.60112
Pardoux, Etienne; Wakolbinger, Anton
2011
Homogenization of a periodic degenerate semilinear elliptic PDE. Zbl 1237.35063
2011
Viscosity solutions for systems of parabolic variational inequalities. Zbl 1455.35311
Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel; Zălinescu, Adrian
2010
Survival of a single mutant in one dimension. Zbl 1393.60115
Andjel, Enrique D.; Miller, Judith R.; Pardoux, Etienne
2010
Diffusion limit for many particles in a periodic stochastic acceleration field. Zbl 1215.82048
Elskens, Yves; Pardoux, Etienne
2010
Evolution of the ancestral recombination graph along the genome in case of selective sweep. Zbl 1205.92053
Leocard, Stephanie; Pardoux, Etienne
2010
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
2009
Homogenization of periodic semilinear parabolic degenerate PDEs. Zbl 1178.35052
Sow, A. B.; Rhodes, R.; Pardoux, É.
2009
A probabilistic formula for a Poisson equation with Neumann boundary condition. Zbl 1171.35493
2009
On the height and length of the ancestral recombination graph. Zbl 1176.60067
Pardoux, Etienne; Salamat, Majid
2009
Homogenization of periodic linear degenerate PDEs. Zbl 1167.60015
Hairer, Martin; Pardoux, Etienne
2008
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
2008
Homogenization of a singular random one-dimensional PDE. Zbl 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
2008
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach. Zbl 1184.35028
2007
Homogenization of periodic semilinear hypoelliptic PDEs. Zbl 1131.35304
Diédhiou, Alassane; Pardoux, Étienne
2007
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
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.
2006
Homogenization of a singular random one-dimensional PDE. Zbl 1201.35036
Pardoux, Etienne; Piatnitski, Andrey
2006
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
2005
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
2005
Homogenization of a diffusion with locally periodic coefficients. Zbl 1067.35009
2005
Quenched large deviations for one dimensional nonlinear filtering. Zbl 1101.60017
Pardoux, Étienne; Zeitouni, Ofer
2005
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
2004
Locally periodic homogenization. Zbl 1064.35017
2004
Probabilistic interpretation of a system of quasilinear parabolic PDEs. Zbl 1062.60063
Sow, A. B.; Pardoux, E.
2004
Averaging of a parabolic partial differential equation with random evolution. Zbl 1063.35026
2004
$$L^p$$ solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
2003
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
2003
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
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
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
2002
Homogenization of PDEs with nonlinear boundary condition. Zbl 1038.60049
Ouknine, Y.; Pardoux, É.
2002
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
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
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.
2000
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
1999
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
1999
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
1999
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
1999
The critical exponent for a stochastic PDE to hit zero. Zbl 0922.60057
Mueller, Carl; Pardoux, Etienne
1999
Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. Zbl 0893.60036
Pardoux, Étienne
1998
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
1998
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
1998
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
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
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.
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
1997
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
1997
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
1997
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
1997
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
1997
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
1997
Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E.
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.
1996
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
1996
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
1995
Invariant measures for white noise driven stochastic partial differential equations. Zbl 0824.60066
Da Prato, Giuseppe; Pardoux, Etienne
1995
Backward stochastic differential equations and applications. Zbl 0843.60054
Pardoux, Etienne
1995
Backward SDEs, quasilinear PDEs, and SPDEs. Zbl 0836.60059
Pardoux, Etienne
1995
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
1994
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
1994
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
1994
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
1993
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
1993
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
1993
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
1993
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
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) 8 Differential geometry (53-XX) 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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