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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
all top 5

Co-Authors

37 single-authored
10 Pang, Guodong
7 Nualart, David
7 Piatnitski, Andrey L.
6 Ocone, Daniel L.
6 Rascanu, Aurel
6 Sow, Ahmadou Bamba
5 Drame, Ibrahima
5 Forien, Raphaël
5 Hairer, Martin
5 Kepgnou, Brice Samegni
5 Veretennikov, Alexander Yu.
5 Wakolbinger, Anton
4 Benchérif-Madani, Abdellatif
4 Haussmann, Ulrich G.
4 Peng, Shige
3 Ba, Mamadou
3 Bahlali, Khaled
3 Bally, Vlad
3 Bouc, Robert
3 Buckdahn, Rainer
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 Grorud, Axel
2 Hauray, Maxime
2 Iftimie, Bogdan
2 Kratz, Peter
2 Lapeyre, Bernard
2 Maticiuc, Lucian
2 Michel, Dominique
2 Mougabe-Peurkor, Anicet
2 N’Zi, Modeste
2 Pignol, M.
2 Quenez, Marie-Claire
2 Sentis, Remi
2 Stoica, Lucreţiu
2 Talay, Denis
2 Vuong, Yen V.
2 Wihstutz, Volker
2 Yeo, Ténan
1 Andjel, Enrique Daniel
1 Arnold, Ludwig
1 Audiffren, Julien
1 Barles, Guy
1 Bass, Richard F.
1 Bowong, Samuel
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 Emakoua, Alphonse
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 Mariani, Mauro
1 Metivier, Michel
1 Miller, Judith R.
1 Müller, Carl E.
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 Velleret, Aurélien
1 Williams, Ruth J.
1 Yor, Marc
1 Zalinescu, Adrian
1 Zeitouni, Ofer
1 Zhang, Shuguang
...and 2 more Co-Authors
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
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Applied Mathematics and Optimization
4 SIAM Journal on Control and Optimization
4 Stochastic Analysis and Applications
4 Electronic Journal of Probability
3 Stochastics
3 Journal of Applied Probability
3 The Annals of Applied Probability
3 SIAM Journal on Applied Mathematics
3 Electronic Communications in Probability
3 Stochastics
3 Stochastic and Partial Differential Equations. Analysis and Computations
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 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 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
1 Probability, Uncertainty and Quantitative Risk
1 Graduate Journal of Mathematics

Publications by Year

Citations contained in zbMATH Open

171 Publications have been cited 6,418 times in 3,780 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.
434
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.
341
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
250
1997
Stochastic partial differential equations and filtering of diffusion processes. Zbl 0424.60067
Pardoux, E.
231
1979
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
205
2003
Stochastic calculus with anticipating integrands. Zbl 0629.60061
Nualart, D.; Pardoux, E.
204
1988
Backward doubly stochastic differential equations and systems of quasilinear SPDEs. Zbl 0792.60050
Pardoux, Etienne; Peng, Shige
182
1994
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
155
1999
On the Poisson equation and diffusion approximation. I. Zbl 1029.60053
Pardoux, E.; Veretennikov, A. Yu.
151
2001
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
142
1999
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
134
2014
Équations aux dérivées partielles stochastiques de type monotone. Zbl 0363.60041
Pardoux, É.
116
1975
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
97
1997
Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. Zbl 0893.60036
Pardoux, Étienne
96
1998
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
91
2015
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
90
2003
White noise driven SPDEs with reflection. Zbl 0794.60059
Donati-Martin, C.; Pardoux, E.
81
1993
White noise driven quasilinear SPDEs with reflection. Zbl 0767.60055
Nualart, D.; Pardoux, E.
79
1992
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
75
1998
Time reversal of diffusions. Zbl 0607.60065
Haussmann, U. G.; Pardoux, E.
67
1986
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
65
1997
Discretization and simulation of stochastic differential equations. Zbl 0554.60062
Pardoux, E.; Talay, D.
62
1985
Uniqueness for diffusions with piecewise constant coefficients. Zbl 0617.60075
Bass, R. F.; Pardoux, E.
54
1987
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations. Zbl 0674.60057
Ocone, Daniel L.; Pardoux, Etienne
50
1989
Optimal control for partially observed diffusions. Zbl 0484.93077
Fleming, Wendell H.; Pardoux, Etienne
50
1982
Stochastic Volterra equations with anticipating coefficients. Zbl 0717.60073
Pardoux, Etienne; Protter, Philip
49
1990
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
45
1995
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.
45
1996
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
43
1998
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
43
2006
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
40
1998
Equations du filtrage non linéaire de la prediction et du lissage. Zbl 0491.93062
Pardoux, E.
40
1982
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
39
1996
On the Poisson equation and diffusion approximation. III. Zbl 1071.60022
Pardoux, E.; Veretennikov, A. Yu.
39
2005
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
38
1999
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
38
1994
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
37
2016
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
35
1998
Sur des équations aux dérivées partielles stochastiques monotones. Zbl 0236.60039
Pardoux, Étienne
35
1972
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
33
1997
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
32
1993
Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion. Zbl 0641.60065
Pardoux, E.; Wihstutz, Volker
32
1988
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
31
1993
Almost sure and moment stability for linear Ito equations. Zbl 0588.60049
Arnold, L.; Oeljeklaus, Eberhard; Pardoux, E.
29
1986
A two-sided stochastic integral and its calculus. Zbl 0608.60058
Pardoux, E.; Protter, P.
29
1987
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
27
1999
Boundary value problems for stochastic differential equations. Zbl 0736.60052
Nualart, D.; Pardoux, E.
25
1991
Linear stochastic differential equations with boundary conditions. Zbl 0661.60069
Ocone, Daniel L.; Pardoux, Etienne
25
1989
Stochastic partial differential equations. A review. Zbl 0777.60054
Pardoux, E.
24
1993
Stochastic variational inequalities of parabolic type. Zbl 0701.60059
Haussmann, U. G.; Pardoux, E.
24
1989
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.
23
1992
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
23
1997
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
22
2019
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
22
2002
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
Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061
Buckdahn, R.; Pardoux, E.
22
1990
Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs. Zbl 0828.60043
Nualart, D.; Pardoux, E.
18
1994
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
17
2005
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
17
2003
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
17
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.
17
2013
Homogenization of periodic linear degenerate PDEs. Zbl 1167.60015
Hairer, Martin; Pardoux, Etienne
17
2008
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
17
2008
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
16
1997
Symmetric reflected diffusions. Zbl 0794.60078
Pardoux, E.; Williams, R. J.
16
1994
Differential calculus and integration by parts on Poisson space. Zbl 0685.60056
Carlen, Eric A.; Pardoux, Etienne
16
1990
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
15
2019
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
Ba, Mamadou; Pardoux, Etienne
15
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.
15
2006
Absolute continuity of the law of the solution of a parabolic SPDE. Zbl 0777.60046
Pardoux, Etienne; Zhang, Tusheng
14
1993
Second order stochastic differential equations with Dirichlet boundary conditions. Zbl 0745.60061
Nualart, David; Pardoux, Etienne
13
1991
A conditionally almost linear filtering problem with non-Gaussian initial condition. Zbl 0641.60050
Haussmann, U. G.; Pardoux, E.
13
1988
Homogenization of semilinear PDEs with discontinuous averaged coefficients. Zbl 1190.60055
Bahlali, Khaled; Elouaflin, A.; Pardoux, Etienne
13
2009
Epidemic models with varying infectivity. Zbl 1471.92307
Forien, Raphaël; Pang, Guodong; Pardoux, Étienne
13
2021
Homogenization of a singular random one-dimensional PDE with time-varying coefficients. Zbl 1255.60108
Pardoux, Étienne; Piatnitski, Andrey
13
2012
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
12
2017
Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations. Zbl 1059.60074
Hairer, Martin; Mattingly, Jonathan C.; Pardoux, Étienne
12
2004
Fluctuations around a homogenised semilinear random PDE. Zbl 1456.35243
Hairer, Martin; Pardoux, Étienne
11
2021
Filtrage non linéaire et équations aux dérivées partielles stochastiques associées. (Nonlinear filtering and associated stochastic partial differential equations). Zbl 0732.60050
Pardoux, Etienne
11
1991
Viscosity solutions for systems of parabolic variational inequalities. Zbl 1455.35311
Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel; Zălinescu, Adrian
10
2010
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.
10
1986
Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E.
9
1997
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
Large deviations for infectious diseases models. Zbl 1454.60040
Kratz, Peter; Pardoux, Etienne
8
2018
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
8
2014
Homogenization of a singular random one-dimensional PDE. Zbl 1172.74043
Iftimie, Bogdan; Pardoux, Étienne; Piatnitski, Andrey
8
2008
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
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
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
7
2017
The critical exponent for a stochastic PDE to hit zero. Zbl 0922.60057
Mueller, Carl; Pardoux, Etienne
7
1999
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
7
2013
A probabilistic formula for a Poisson equation with Neumann boundary condition. Zbl 1171.35493
Benchérif-Madani, A.; Pardoux, É.
7
2009
Homogenization of a singular random one-dimensional PDE. Zbl 1201.35036
Pardoux, Etienne; Piatnitski, Andrey
7
2006
Equations of non-linear filtering; and application to stochastic control with partial observation. Zbl 0534.93058
Pardoux, E.
7
1982
Functional limit theorems for non-Markovian epidemic models. Zbl 1498.92241
Pang, Guodong; Pardoux, Étienne
7
2022
Homogenization of a diffusion with locally periodic coefficients. Zbl 1067.35009
Benchérif-Madani, Abdellatif; Pardoux, Étienne
6
2005
A path-valued Markov process indexed by the ancestral mass. Zbl 1319.60169
Pardoux, Etienne; Wakolbinger, Anton
6
2015
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
Applications of anticipating stochastic calculus to stochastic differential equations. Zbl 0715.60065
Pardoux, Etienne
6
1990
Multi-patch epidemic models with general exposed and infectious periods. Zbl 1518.92157
Pang, Guodong; Pardoux, Étienne
2
2023
Functional central limit theorems for epidemic models with varying infectivity. Zbl 1524.92107
Pang, Guodong; Pardoux, Étienne
1
2023
Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity. Zbl 1511.92084
Pang, Guodong; Pardoux, Étienne
1
2023
Functional limit theorems for non-Markovian epidemic models. Zbl 1498.92241
Pang, Guodong; Pardoux, Étienne
7
2022
Household epidemic models and McKean-Vlasov Poisson driven stochastic differential equations. Zbl 1498.92211
Forien, Raphaël; Pardoux, Étienne
3
2022
Conditional propagation of chaos in a spatial stochastic epidemic model with common noise. Zbl 1499.92147
Vuong, Yen V.; Hauray, Maxime; Pardoux, Étienne
1
2022
Epidemic models with varying infectivity. Zbl 1471.92307
Forien, Raphaël; Pang, Guodong; Pardoux, Étienne
13
2021
Fluctuations around a homogenised semilinear random PDE. Zbl 1456.35243
Hairer, Martin; Pardoux, Étienne
11
2021
A SIR model on a refining spatial grid. I: Law of large numbers. Zbl 1461.92117
N’zi, M.; Pardoux, E.; Yeo, T.
3
2021
Stochastic partial differential equations. An introduction. Zbl 1511.60001
Pardoux, Étienne
1
2021
Moderate deviations and extinction of an epidemic. Zbl 1445.60022
Pardoux, Etienne
3
2020
Extinction time and the total mass of the continuous-state branching processes with competition. Zbl 1490.60231
Le, Vi; Pardoux, Etienne
1
2020
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
22
2019
Stochastic epidemics in a homogeneous community. Zbl 1447.92402
Britton, Tom; Pardoux, Etienne
15
2019
Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models. Zbl 1481.60067
Pardoux, Etienne; Samegni-Kepgnou, Brice
2
2019
Small jumps asymptotic of the moving optimum Poissonian SDE. Zbl 1426.60078
Nassar, Elma; Pardoux, Etienne
1
2019
Large deviations for infectious diseases models. Zbl 1454.60040
Kratz, Peter; Pardoux, Etienne
8
2018
Approximation of a generalized continuous-state branching process with interaction. Zbl 1401.60159
Dramé, Ibrahima; Pardoux, Étienne
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
2
2018
Large deviation principle for epidemic models. Zbl 1402.60034
Pardoux, Etienne; Samegni-Kepgnou, Brice
12
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
7
2017
Continuity of the Feynman-Kac formula for a generalized parabolic equation. Zbl 1394.60065
Pardoux, Etienne; Răşcanu, Aurel
5
2017
On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process. Zbl 1425.60057
Nassar, Elma; 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
Probabilistic models of population evolution. Scaling limits, genealogies and interactions. Zbl 1351.92003
Pardoux, Étienne
37
2016
A Wong-Zakai theorem for stochastic PDEs. Zbl 1341.60062
Hairer, Martin; Pardoux, Étienne
91
2015
Branching processes with interaction and a generalized Ray-Knight theorem. Zbl 1329.60298
Ba, Mamadou; Pardoux, Etienne
15
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
5
2015
The \(\Lambda\)-lookdown model with selection. Zbl 1346.60134
Bah, B.; Pardoux, E.
5
2015
Numerical methods in the context of compartmental models in epidemiology. Zbl 1372.92106
Kratz, Peter; Pardoux, Etienne; Kepgnou, Brice Samegni
4
2015
Stochastic differential equations, backward SDEs, partial differential equations. Zbl 1321.60005
Pardoux, Etienne; Răşcanu, Aurel
134
2014
Invariant measure selection by noise. An example. Zbl 1302.37048
Mattingly, Jonathan C.; Pardoux, Etienne
8
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.
17
2013
Random homogenisation of a highly oscillatory singular potential. Zbl 1323.35230
Hairer, Martin; Pardoux, Etienne; Piatnitski, Andrey
7
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
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
6
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
10
2010
Survival of a single mutant in one dimension. Zbl 1393.60115
Andjel, Enrique D.; Miller, Judith R.; Pardoux, Etienne
4
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
13
2009
A probabilistic formula for a Poisson equation with Neumann boundary condition. Zbl 1171.35493
Benchérif-Madani, A.; Pardoux, É.
7
2009
Homogenization of periodic semilinear parabolic degenerate PDEs. Zbl 1178.35052
Sow, A. B.; Rhodes, R.; Pardoux, É.
5
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
17
2008
Markov processes and applications. Algorithms, networks, genome and finance. Translation of the 2007 French original. Zbl 1187.60001
Pardoux, Etienne
17
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
6
2007
Homogenization of periodic semilinear hypoelliptic PDEs. Zbl 1131.35304
Diédhiou, Alassane; Pardoux, Étienne
1
2007
Markov processes and applications: Algorithms, networks, genomics and finance. (Processus de Markov et applications: algorithmes, réseaux, génome et finance.) Zbl 1158.60300
Pardoux, Etienne
1
2007
Malliavin calculus for the stochastic 2D Navier-Stokes equation. Zbl 1113.60058
Mattingly, Jonathan C.; Pardoux, Étienne
43
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.
15
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.
39
2005
Backward stochastic differential equations associated to a symmetric Markov process. Zbl 1071.60067
Bally, V.; Pardoux, E.; Stoica, L.
17
2005
Homogenization of a diffusion with locally periodic coefficients. Zbl 1067.35009
Benchérif-Madani, Abdellatif; Pardoux, Étienne
6
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
12
2004
Locally periodic homogenization. Zbl 1064.35017
Benchérif-Madani, A.; Pardoux, É.
5
2004
Averaging of a parabolic partial differential equation with random evolution. Zbl 1063.35026
Diop, Mamadou Abdoul; Pardoux, Etienne
3
2004
Probabilistic interpretation of a system of quasilinear parabolic PDEs. Zbl 1062.60063
Sow, A. B.; Pardoux, E.
2
2004
\(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
205
2003
On Poisson equation and diffusion approximation. II. Zbl 1054.60064
Pardoux, È.; Veretennikov, A. Yu.
90
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
17
2003
Homogenization of a nonlinear random parabolic partial differential equation. Zbl 1075.35003
Pardoux, E.; Piatnitski, A. L.
17
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
22
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.
151
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
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
155
1999
BSDEs, weak convergence and homogenization of semilinear PDEs. Zbl 0959.60049
Pardoux, Étienne
142
1999
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach. Zbl 0935.35010
Pardoux, Étienne
38
1999
Backward stochastic variational inequalities. Zbl 0948.60049
Pardoux, Etienne; Răşcanu, Aurel
27
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
96
1998
Generalized BSDEs and nonlinear Neumann boundary value problems. Zbl 0909.60046
Pardoux, Etienne; Zhang, Shuguang
75
1998
Backward stochastic differential equations with subdifferential operator and related variational inequalities. Zbl 0932.60070
Pardoux, Etienne; Răşcanu, Aurel
43
1998
Malliavin calculus for white noise driven parabolic SPDEs. Zbl 0928.60040
Bally, Vlad; Pardoux, Etienne
40
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
35
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.
341
1997
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
250
1997
Backwards SDE with random terminal time and applications to semilinear elliptic PDE. Zbl 0895.60067
Darling, R. W. R.; Pardoux, Etienne
97
1997
Reflected backward SDEs and American options. Zbl 0898.90033
El Karoui, N.; Pardoux, E.; Quenez, M. C.
65
1997
Probabilistic interpretation of a system of semilinear parabolic partial differential equations. Zbl 0891.60054
Pardoux, Etienne; Pradeilles, Frédéric; Rao, Zusheng
33
1997
Generalized discontinuous backward stochastic differential equations. Zbl 0886.60053
Pardoux, E.
23
1997
Averaging of backward stochastic differential equations, with application to semilinear PDE’s. Zbl 0891.60053
Pardoux, E.; Veretennikov, A. Yu.
16
1997
Stochastic partial differential equations with reflection and Malliavin calculus. (EPDS réfléchies et calcul de Malliavin.) Zbl 0884.60049
Donati-Martin, C.; Pardoux, E.
9
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.
45
1996
Asymptotic stability of the optimal filter with respect to its initial condition. Zbl 1035.93508
Ocone, Daniel; Pardoux, Etienne
39
1996
Stratonovich stochastic differential equations driven by general semimartingales. Zbl 0823.60046
Kurtz, Thomas G.; Pardoux, Étienne; Protter, Philip
45
1995
...and 71 more Documents
all top 5

Cited by 3,138 Authors

72 Pardoux, Etienne
61 Wu, Zhen
50 Fan, Shengjun
49 Hu, Ying
48 Nualart, David
44 Ouknine, Youssef
37 Tang, Shanjian
36 Peng, Shige
34 Hamadene, Saïd
34 Zhang, Tusheng S.
33 Jiang, Long
32 Yong, Jiongmin
30 Li, Juan
30 Zhao, Weidong
28 Buckdahn, Rainer
26 Bahlali, Khaled
26 Ren, Yong
26 Russo, Francesco
26 Shi, Yufeng
25 Ji, Shaolin
25 Klimsiak, Tomasz
25 Ma, Jin
25 Zhang, Jianfeng
24 El Otmani, Mohamed
24 Hairer, Martin
24 Röckner, Michael
23 Matoussi, Anis
22 Brzeźniak, Zdzisław
20 Touzi, Nizar
20 Yu, Zhiyong
19 Hu, Mingshang
19 Øksendal, Bernt Karsten
19 Popier, Alexandre
19 Possamaï, Dylan
18 Imkeller, Peter
18 Scarpa, Luca
18 Wang, Falei
17 Chen, Zengjing
17 Da Prato, Giuseppe
17 Karatzas, Ioannis
17 Rascanu, Aurel
17 Spiliopoulos, Konstantinos V.
16 Duan, Jinqiao
16 Elliott, Robert James
15 Djehiche, Boualem
15 Huang, Jianhui
15 Maticiuc, Lucian
15 Nie, Tianyang
15 Pham, Huyên
14 Barbu, Viorel
14 Chassagneux, Jean-François
14 Essaky, El Hassan
14 Friz, Peter
14 Fuhrman, Marco
14 Gyöngy, István
14 Jentzen, Arnulf
14 Shi, Jingtao
14 Veretennikov, Alexander Yu.
14 Zhang, Qi
14 Zhou, Chao
13 Boufoussi, Brahim
13 Briand, Philippe
13 Delarue, François
13 Flandoli, Franco
13 Gobet, Emmanuel
13 Jia, Guangyan
13 Marzougue, Mohamed
13 Mezerdi, Brahim
13 Privault, Nicolas
13 Rozkosz, Andrzej
13 Sanz-Solé, Marta
13 Xiong, Jie
12 Aman, Auguste
12 Bally, Vlad
12 Belopol’skaya, Yana Isaevna
12 Confortola, Fulvia
12 Gess, Benjamin
12 Hu, Feng
12 Khoshnevisan, Davar
12 Richou, Adrien
12 Warin, Xavier
12 Wen, Jiaqiang
12 Yang, Xue
12 Zambotti, Lorenzo
12 Zhang, Jing
12 Zhang, Liangquan
12 Zhang, Xicheng
11 Crisan, Dan O.
11 Hu, Yaozhong
11 Kim, Mun Chŏl
11 Kruse, Thomas
11 Liu, Wei
11 Masiero, Federica
11 Milstein, Grigori N.
11 Pavliotis, Grigorios A.
11 Qiu, Jinniao
11 Quenez, Marie-Claire
11 Ren, Zhenjie
11 Sow, Ahmadou Bamba
11 Wang, Tianxiao
...and 3,038 more Authors
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Cited in 416 Serials

365 Stochastic Processes and their Applications
122 Stochastic Analysis and Applications
115 The Annals of Applied Probability
105 Statistics & Probability Letters
104 The Annals of Probability
99 Journal of Mathematical Analysis and Applications
96 Probability Theory and Related Fields
90 Journal of Differential Equations
83 Applied Mathematics and Optimization
79 Stochastics and Dynamics
75 Stochastics
69 Journal of Functional Analysis
61 SIAM Journal on Control and Optimization
57 Systems & Control Letters
54 Electronic Journal of Probability
52 Random Operators and Stochastic Equations
52 Stochastic and Partial Differential Equations. Analysis and Computations
47 Potential Analysis
46 Journal of Theoretical Probability
43 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
39 Comptes Rendus. Mathématique. Académie des Sciences, Paris
37 Bernoulli
33 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
32 Probability, Uncertainty and Quantitative Risk
29 Journal of Computational and Applied Mathematics
28 Acta Mathematicae Applicatae Sinica. English Series
28 Bulletin des Sciences Mathématiques
27 Applied Mathematics and Computation
27 Acta Mathematica Sinica. English Series
26 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
25 International Journal of Control
25 Discrete and Continuous Dynamical Systems. Series B
25 Science China. Mathematics
25 Mathematical Control and Related Fields
22 Journal of Computational Physics
22 Journal of Statistical Physics
22 Stochastics
22 Stochastics and Stochastics Reports
22 Infinite Dimensional Analysis, Quantum Probability and Related Topics
21 Automatica
20 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
20 Discrete and Continuous Dynamical Systems
20 Mathematical Finance
19 Journal of Applied Probability
18 Abstract and Applied Analysis
18 Advances in Difference Equations
17 Journal of Optimization Theory and Applications
17 Physica D
17 SIAM Journal on Mathematical Analysis
17 Finance and Stochastics
17 Journal of Systems Science and Complexity
16 Journal of Mathematical Physics
16 Transactions of the American Mathematical Society
15 Communications in Mathematical Physics
15 Mathematics and Computers in Simulation
14 Advances in Applied Probability
14 Electronic Communications in Probability
14 Mathematical Problems in Engineering
14 International Journal of Theoretical and Applied Finance
14 SIAM Journal on Financial Mathematics
13 Journal of Mathematical Sciences (New York)
13 NoDEA. Nonlinear Differential Equations and Applications
12 Chinese Annals of Mathematics. Series B
12 Acta Applicandae Mathematicae
12 Journal of Scientific Computing
12 Communications in Statistics. Theory and Methods
12 Journal of Evolution Equations
11 Mathematics and Financial Economics
11 Afrika Matematika
10 Computers & Mathematics with Applications
10 Journal of Mathematical Biology
10 Theory of Probability and its Applications
10 Journal of Inequalities and Applications
10 Acta Mathematica Scientia. Series B. (English Edition)
10 ALEA. Latin American Journal of Probability and Mathematical Statistics
9 Archive for Rational Mechanics and Analysis
9 Mathematics of Computation
9 Insurance Mathematics & Economics
9 MCSS. Mathematics of Control, Signals, and Systems
9 Journal of Dynamics and Differential Equations
9 Journal of Nonlinear Science
9 Monte Carlo Methods and Applications
9 Mathematical Methods of Operations Research
9 Methodology and Computing in Applied Probability
8 Chaos, Solitons and Fractals
8 SIAM Journal on Numerical Analysis
8 Journal of Economic Dynamics & Control
8 Journal de Mathématiques Pures et Appliquées. Neuvième Série
8 Applied Mathematical Finance
8 Stochastic Models
8 Frontiers of Mathematics in China
8 Numerical Algebra, Control and Optimization
7 Applicable Analysis
7 Nonlinearity
7 Journal of Applied Mathematics and Stochastic Analysis
7 SIAM Journal on Scientific Computing
7 Theory of Probability and Mathematical Statistics
7 Communications in Nonlinear Science and Numerical Simulation
7 Multiscale Modeling & Simulation
7 Asia-Pacific Financial Markets
...and 316 more Serials
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Cited in 50 Fields

3,243 Probability theory and stochastic processes (60-XX)
965 Partial differential equations (35-XX)
752 Systems theory; control (93-XX)
551 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
410 Numerical analysis (65-XX)
406 Calculus of variations and optimal control; optimization (49-XX)
193 Ordinary differential equations (34-XX)
153 Statistics (62-XX)
138 Dynamical systems and ergodic theory (37-XX)
126 Biology and other natural sciences (92-XX)
113 Statistical mechanics, structure of matter (82-XX)
102 Fluid mechanics (76-XX)
92 Operator theory (47-XX)
65 Integral equations (45-XX)
57 Operations research, mathematical programming (90-XX)
56 Global analysis, analysis on manifolds (58-XX)
36 Functional analysis (46-XX)
35 Computer science (68-XX)
32 Potential theory (31-XX)
25 Mechanics of particles and systems (70-XX)
22 Measure and integration (28-XX)
22 Quantum theory (81-XX)
21 Real functions (26-XX)
17 Mechanics of deformable solids (74-XX)
14 Geophysics (86-XX)
12 Classical thermodynamics, heat transfer (80-XX)
11 Combinatorics (05-XX)
10 Approximations and expansions (41-XX)
8 Difference and functional equations (39-XX)
8 Optics, electromagnetic theory (78-XX)
8 Information and communication theory, circuits (94-XX)
7 Linear and multilinear algebra; matrix theory (15-XX)
7 Differential geometry (53-XX)
5 Nonassociative rings and algebras (17-XX)
4 General and overarching topics; collections (00-XX)
4 Harmonic analysis on Euclidean spaces (42-XX)
4 Integral transforms, operational calculus (44-XX)
4 Astronomy and astrophysics (85-XX)
3 History and biography (01-XX)
3 Associative rings and algebras (16-XX)
3 Topological groups, Lie groups (22-XX)
2 Mathematical logic and foundations (03-XX)
2 Functions of a complex variable (30-XX)
2 Special functions (33-XX)
2 Abstract harmonic analysis (43-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)
1 Manifolds and cell complexes (57-XX)

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