Étienne Pardoux

Étienne Pardoux (born 1947 ) 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 developed the Theory of nonlinear Backward Stochastic Differential Equations (BSDE).