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Étienne Pardoux
Étienne Pardoux
is a
French
mathematician
working
in
the field
of
Stochastic analysis
, in particular
Stochastic partial differential equations
. He is
currently
Professor
at
Aix-Marseille University
.
He obtained his
PhD
in
1975
at
University of Paris-Sud
under the
supervision
of
Alain Bensoussan
and
Roger Meyer Temam
.
Together with
Peng Shige
, he founded the
Theory of
Backward
Stochastic differential equations
.