Étienne Pardoux

Étienne Pardoux's AcademicInfluence.com Rankings

Étienne Pardoux

Mathematics

#2127

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#3331

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Probability Theory

#63

World Rank

#85

Historical Rank

Statistics

#526

World Rank

#605

Historical Rank

Measure Theory

#1142

World Rank

#1462

Historical Rank

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Mathematics

Why Is Étienne Pardoux Influential?

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According to Wikipedia, 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.

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Étienne Pardoux's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Adapted solution of a backward stochastic differential equation (1990) (2598)
Backward stochastic differential equations and quasilinear parabolic partial differential equations (1992) (834)
Reflected solutions of backward SDE's, and related obstacle problems for PDE's (1997) (732)
Backward stochastic differential equations and integral-partial differential equations (1997) (535)
Stochastic calculus with anticipating integrands (1988) (512)
Backward doubly stochastic differential equations and systems of quasilinear SPDEs (1994) (344)
Lp solutions of backward stochastic differential equations (2003) (339)
Forward-backward stochastic differential equations and quasilinear parabolic PDEs (1999) (330)
On the poisson equation and diffusion approximation 3 (2001) (317)
BSDEs, weak convergence and homogenization of semilinear PDEs (1999) (295)
Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order (1998) (228)
Discretization and simulation of stochastic differential equations (1985) (205)
BACKWARDS SDE WITH RANDOM TERMINAL TIME AND APPLICATIONS TO SEMILINEAR ELLIPTIC PDE (1997) (201)
TIME REVERSAL OF DIFFUSIONS (1986) (197)
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (2014) (185)
L p solutions of Backward Stochastic Dierential Equations (2003) (171)
Almost sure and moment stability for linear ito equations (1986) (165)
Optimal Control for Partially Observed Diffusions (1982) (154)
White noise driven SPDEs with reflection (1993) (153)
Generalized BSDEs and nonlinear Neumann boundary value problems (1998) (149)
White noise driven quasilinear SPDEs with reflection (1992) (143)
Asymptotic Stability of the Optimal Filter with Respect toIts Initial Condition (1996) (136)
Numerical Methods in Finance: Reflected Backward SDEs and American Options (1997) (133)
Differential Calculus and Integration by Parts on Poisson Space (1990) (128)
Uniqueness for diffusions with piecewise constant coefficients (1987) (125)
A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations (1989) (121)
Stochastic partial differential equations, a review (1993) (119)
Homogenization of Linear and Semilinear Second Order Parabolic PDEs with Periodic Coefficients: A Probabilistic Approach☆ (1999) (109)
Stratonovich stochastic differential equations driven by general semimartingales (1995) (101)
Backward Stochastic Differential Equations and Applications (1995) (91)
Stochastic Volterra Equations with Anticipating Coefficients (1990) (91)
Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion (1988) (89)
Malliavin Calculus for White Noise Driven Parabolic SPDEs (1998) (89)
Backward stochastic differential equations with subdifferential operator and related variational inequalities (1998) (87)
Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (2003) (87)
Malliavin calculus for the stochastic 2D Navier—Stokes equation (2004) (81)
A two-sided stochastic integral and its calculus (1987) (79)
White Noise Driven Parabolic SPDEs with Measurable Drift (1994) (79)
Stochastic Epidemic Models with Inference (2019) (78)
Probabilistic interpretation of a system of semi-linear parabolic partial differential equations (1997) (77)
On the Poisson Equation and Diffusion Approximation. I Dedicated to N. v. Krylov on His Sixtieth Birthday (2001) (74)
Markov Processes and Applications: Algorithms, Networks, Genome and Finance (2009) (71)
On quasi-linear stochastic partial differential equations (1993) (70)
HLA-DRB1 Genotypes and the Risk of Developing Anti Citrullinated Protein Antibody (ACPA) Positive Rheumatoid Arthritis (2013) (61)
Backward stochastic variational inequalities (1999) (61)
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations (1993) (55)
Monotonicity Methods for White Noise Driven Quasi-Linear SPDEs (1990) (54)
Homogenization of a nonlinear random parabolic partial differential equation (2003) (51)
Linear stochastic differential equations with boundary conditions (1989) (50)
A conditionally almost Linear filtering problem with non-Gaussian initial condition (1988) (50)
Stochastic epidemics in a homogeneous community (2018) (48)
Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments (1984) (47)
Absolute Continuity of the Law of the Solution of a Parabolic SPDE (1993) (47)
Probabilistic Models of Population Evolution (2016) (42)
Stochastic variational inequalities of parabolic type (1989) (40)
Boundary Value Problems for Stochastic Differential Equations (1991) (39)
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient (2002) (37)
Random homogenisation of a highly oscillatory singular potential (2013) (36)
“Trees under attack”: a Ray–Knight representation of Feller’s branching diffusion with logistic growth (2013) (35)
Symmetric reflected diffusions (1994) (34)
Second order stochastic di erential equations with Dirichlet boundary conditions (1991) (33)
Homogenization of periodic linear degenerate PDEs (2007) (33)
Equations of non-linear filtering; and application to stochastic control with partial observation (1982) (33)
Applications of anticipating stochastic calculus to stochastic differential equations (1990) (30)
Probabilistic Models of Population Evolution: Scaling Limits, Genealogies and Interactions (2016) (30)
MARKOV FIELD PROPERTIES OF SOLUTIONS OF WHITE NOISE DRIVEN QUASI-LINEAR PARABOLIC PDEs (1994) (30)
Piecewise monotone filtering with small observation noise (1988) (30)
Backward Stochastic Differential Equations Associated to a Symmetric Markov Process (2005) (30)
Large deviation principle for epidemic models (2017) (26)
Non-linear Filtering, Prediction and Smoothing (1981) (25)
BSDE's with jumps and associated integro-partial differential equations (1994) (20)
Branching processes with interaction and a generalized Ray–Knight Theorem (2013) (19)
A Probabilistic Formula for a Poisson Equation with Neumann Boundary Condition (2009) (18)
Epidemic Models with Varying Infectivity (2020) (18)
Functional limit theorems for non-Markovian epidemic models (2020) (18)
From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth (2011) (18)
Malliavin calculus for highly degenerate 2D stochastic Navier–Stokes equations (2004) (18)
Viscosity solutions for systems of parabolic variational inequalities (2008) (17)
Large deviations for infectious diseases models (2016) (17)
Time reversal of diffusion processes (1985) (17)
Probabilistic interpretation of a system of quasilinear parabolic PDEs (2004) (17)
Fluctuations Around a Homogenised Semilinear Random PDE (2019) (16)
Diffusion limit for many particles in a periodic stochastic acceleration field (2008) (16)
Existence of Optimal Controls for Partially Observed Diffusions. (1980) (16)
Numerical methods in ergodic optimal stochastic control and application (1992) (15)
Homogenization of semilinear PDEs with discontinuous averaged coefficients (2009) (15)
From exploration paths to mass excursions – variations on a theme of Ray and Knight (2011) (15)
Height and the total mass of the forest of genealogical trees of a large population with general competition (2014) (15)
Backward Stochastic Differential Equations (2014) (15)
Estimating the state of the COVID-19 epidemic in France using a model with memory (2021) (15)
Binary Trees, Exploration Processes, and an Extended Ray-Knight Theorem (2012) (14)
Piecewise linear filtering with small observation noise (1988) (14)
Invariant measure selection by noise: An Example (2014) (13)
Lyapounov exponent of linear stochastic systems with large diffusion term (1992) (13)
Backward Stochastic Differential Equations Associated to a Symmetric Markov Process (2005) (13)
Stochastic Differential Equations (2014) (13)
Simulations and the Monte Carlo Method (2010) (13)
Filtering of a diffusion process with poisson-type observation (1979) (12)
Stochastic Differential Equations with Boundary Conditions (1991) (12)
A Lie algebraic criterion for non-existence of finite dimensionally computable filters (1989) (12)
Homogenization of PDEs with Non Linear Boundary Condition (2002) (12)
Backward and forward stochastic partial differential equations associated with a non linear filtering problem (1979) (12)
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach (2007) (11)
The Critical Exponent for a Stochastic PDE to Hit Zero (1999) (11)
Stochastic Differential Systems: Filtering and Control (1985) (11)
An Introduction to Malliavin Calculus and Some of its Applications (1990) (10)
A path-valued Markov process indexed by the ancestral mass (2014) (10)
Homogenization of a Diffusion with Locally Periodic Coefficients (2005) (10)
Controˆle optimal semi-actif de suspension de ve´hicule (1988) (9)
Singular homogenization with stationary in time and periodic in space coefficients (2006) (9)
Lectures on stochastic analysis: Diffusion theory (1989) (9)
Survival of a Single Mutant in One Dimension (2010) (9)
The solution of the nonlinear filtering equation as a likelihood function (1981) (9)
A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing (1993) (8)
Functional Law of Large Numbers and PDEs for Epidemic Models with Infection-Age Dependent Infectivity (2021) (8)
On the Height and Length of the Ancestral Recombination Graph (2009) (8)
TMEM187-IRAK1 Polymorphisms Associated with Rheumatoid Arthritis Susceptibility in Tunisian and French Female Populations: Influence of Geographic Origin (2017) (8)
Stochastic variational inequalities on non-convex domains (2014) (8)
Functional central limit theorems for epidemic models with varying infectivity (2020) (8)
Locally periodic homogenization (2004) (8)
Piecewise Linear Filtering (1988) (8)
Stability of Linear Differential Systems with Parametric Excitation (1988) (8)
Homogenization of periodic semilinear parabolic degenerate PDEs (2009) (8)
Markov processes and applications (2008) (8)
Chapter 1 Stochastic Epidemic Models (2019) (8)
The Effect of Competition on the Height and Length of the Forest of Genealogical Trees of a Large Population (2013) (8)
Two-sided stochastic calculus for spdes (1987) (8)
Non-binary branching process and Non-Markovian exploration process (2016) (7)
Estimating the state of the Covid-19 epidemic in France using a non-Markovian model (2020) (7)
Soluble HLA-G Expression Inversely Correlates With Fetal Microchimerism Levels in Peripheral Blood From Women With Scleroderma (2018) (7)
Moments of Semilinear Random Evolutions (1981) (7)
Time-reversal of diffusion processes and non-linear smoothing (1985) (7)
A SIR Model on a Refining Spatial Grid I: Law of Large Numbers (2020) (7)
Approximation of a stochastic ergodic control problem (1989) (6)
Markov Processes: Characterization and Convergence (Stewart N. Ethier and Thomas G. Kurtz) (1988) (6)
Continuity of the Feynman–Kac formula for a generalized parabolic equation (2016) (6)
Smoothing of a diffusion process conditionned at final time (1982) (6)
The Λ-lookdown model with selection (2013) (6)
Invariant measures for white noise driven stochastic partial differential equations 2 (1995) (6)
NUMERICAL METHODS IN THE CONTEXT OF COMPARTMENTAL MODELS IN EPIDEMIOLOGY (2015) (6)
A spatial stochastic epidemic model: law of large numbers and central limit theorem (2020) (6)
Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit (2018) (6)
A Look-Down Model with Selection (2012) (6)
Averaging of a Parabolic Partial Differential Equation with Random Evolution (2004) (6)
Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models (2018) (5)
Quenched Large Deviations for One Dimensional Nonlinear Filtering (2003) (5)
Multi-patch epidemic models with general infectious periods. (2020) (5)
Numerical methods in ergodic optimal stochastic control application to semi-active vehicle suspensions (1990) (5)
Asymptotic Analysis of a Semi-Linear PDE with Wide-Band Noise Disturbances (1985) (5)
PDE with random coefficients: Asymptotic expansion for the moments (1982) (5)
Multi-patch epidemic models with general exposed and infectious periods (2020) (5)
Homogenization of periodic semilinear hypoelliptic PDEs (2007) (4)
Averaging for SDE-BSDE with null recurrent fast component Application to homogenization in a non periodic media (2015) (4)
Muller’s ratchet clicks in finite time (2013) (4)
Moderate deviations and extinction of an epidemic (2019) (4)
Branching processes with competition and generalized Ray Knight Theorem (2013) (4)
Recent Advances in Epidemic Modeling: Non-Markov Stochastic Models and their Scaling Limits (2021) (3)
Continuous branching processes : the discrete hidden in the continuous (2008) (3)
Conditional propagation of chaos in a spatial stochastic epidemic model with common noise (2021) (3)
Approximation of a generalized continuous-state branching process with interaction (2018) (3)
Evolution of the ancestral recombination graph along the genome in case of selective sweep (2010) (3)
Large deviation principle for Poisson driven SDEs in epidemic models (2016) (3)
Small jumps asymptotic of the moving optimum Poissonian SDE (2019) (3)
Deviations From the Law of Large Numbers and Extinction of an Endemic Disease (2020) (3)
Malliavin calculus and ergodic properties of highly degenerate 2D stochastic Navier--Stokes equation (2004) (3)
Homogenization of a periodic semilinear elliptic degenerate PDE (2013) (3)
HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE (2011) (3)
Approximation of a generalized CSBP with interaction (2017) (3)
Household epidemic models and McKean-Vlasov Poisson driven SDEs (2019) (3)
Metastability between the clicks of the Muller ratchet. (2020) (3)
Compound Poisson Approximation and Testing for Gene Clusters with Multigene Families (2011) (2)
Household epidemic models and McKean–Vlasov Poisson driven stochastic differential equations (2019) (2)
L p-SOLUTIONS TO BSDES WITH SUPER-LINEAR GROWTH COEFFICIENT . APPLICATION TO DEGENERATE SEMILINEAR PDES (2006) (2)
Stochastic filtering at Saint-Flour (2012) (2)
Chapter 2 Inference for Markov Chain Epidemic Models (2019) (2)
Large deviations of the exit measure through a characteristic boundary for a Poisson driven SDE (2018) (2)
Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference, Marseille-Luminy, France, March 12-17, 1984 (1985) (2)
Stochastic calculus associated with skorohod's integral (1987) (2)
Large deviation principle for reflected Poisson driven stochastic differential equations in epidemic models (2019) (2)
On the large-time behaviour of the solution of a stochastic differential equation driven by a Poisson point process (2016) (2)
The Height Process of a Continuous-State Branching Process with Interaction (2019) (2)
Extinction time and the total mass of the continuous-state branching processes with competition (2020) (2)
Semi-linear stochastic models: Computation of moments and conditional moments (1983) (1)
Jump Markov Processes (2010) (1)
Markov Chains and the Genome (2010) (1)
Honor of Claude Lobry Continuous branching processes : the discrete hidden in the continuous Dedicated to Claude Lobry (2008) (1)
Small jumps asymptotic of the moving optimum (2018) (1)
Wide band limit of Lyapounov exponents (1986) (1)
A mixing tree-valued process arising under neutral evolution with recombination (2015) (1)
SDEs with Multivalued Drift (2014) (1)
Stochastic Partial Differential Equations (2021) (1)
Finite Dimensional Approximate Filters in the case of High Signal—to—Noise Ratio (1991) (1)
SPDEs Driven By Space-Time White Noise (2021) (1)
Convergence to a Continuous State Branching Process with jumps and Height Process (2017) (1)
Partially observed stochastic control systems (1979) (1)
Chapter 2 The Reproduction Number R0 (2019) (0)
Observations and Asymptotic Frameworks (2019) (0)
Introduction and Motivation (2021) (0)
Chapter 4 Inference for Continuous Time SIR models (2019) (0)
Chapter 4 Open Markov Models (2019) (0)
Nonlinear filtering with degenerate noise (2017) (0)
Chapter 3 SIR Epidemics on Configuration Model Graphs (2019) (0)
Expectation and Variance of ARG (2009) (0)
Background of Stochastic Analysis (2014) (0)
Control and Filtering of Markov Chains (2010) (0)
The Poisson Process (2010) (0)
Ergodic control applied to car suspension design (1992) (0)
Chapter 2 The Households Model (2019) (0)
“Trees under attack”: a Ray–Knight representation of Feller’s branching diffusion with logistic growth (2012) (0)
Chapter 1 Random Graphs (2019) (0)
Random evolution of population subject to competition (2014) (0)
Wiley Series in Probability and Statistics (2008) (0)
A SIR Model on a Refining Spatial Grid I: Law of Large Numbers (2019) (0)
BSDEs WITH POLYNOMIAL GROWTH GENERATORS (2014) (0)
Random homogenisation of a highly oscillatory singular potential (2013) (0)
The Height Process of a Continuous-State Branching Process with Interaction (2020) (0)
Queues and Networks (2010) (0)
Chapter 3 Inference Based on the Diffusion Approximation of Epidemic Models (2019) (0)
Convergence to a Continuous State Model (2016) (0)
Models of Finite Population with Interaction (2016) (0)
Nonlinear Filtering and Approximation Techniques (1988) (0)
PDE model for multi-patch epidemic models with migration and infection-age dependent infectivity (2023) (0)
Spatially dense stochastic epidemic models with infection-age dependent infectivity (2023) (0)
Fluctuations Around a Homogenised Semilinear Random PDE (2020) (0)
Continuous martingales and brownian motion (1993) (0)
Chapter 3 A General Two-Level Mixing Model (2019) (0)
We give a new interpretation of the solution of the NLF Zakai equation. Using an idea due to Fleming (1981) (0)
Solutions to Selected Exercises (2010) (0)
Homogenization of semi-linear PDEs with discontinuous effective coefficients (2008) (0)
BSDEs with polynomial growth generatorsPhilippe (2007) (0)
Chapter 3 General Closed Models (2019) (0)
Ju l 2 02 0 Epidemic models with varying infectivity (2020) (0)
Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit (2018) (0)
Continuous Model with Interaction (2016) (0)
Chapter 2 Markov Models (2019) (0)
Chapter 1 Single Population Epidemics (2019) (0)
Central limit theorem for a spatial stochastic epidemic model with mean field interaction (2022) (0)
Extinction time of an epidemic with infection age dependent infectivity (2023) (0)
SPDEs as Infinite-Dimensional SDEs (2021) (0)
General piecewise linear filtering problems with small observation noise (1989) (0)
Introduction to Mathematical Finance (2010) (0)
Continuous State Branching Process (CSBP) (2016) (0)
Chapter 4 Statistical Description of Epidemics Spreading on Networks: The Case of Cuban HIV (2019) (0)
A WEAK CONVERGENCE THEOREM FOR PARTICLE MOTION IN A STOCHASTIC FIELD (2008) (0)
Homogenization for semi-linear PDE with discontinuous coefficients (2008) (0)
Approximation of the Height process of a CSBP with interaction (2017) (0)
TIME REVERSAL OF DIFFUSIONS' BY U. G. HAUSSMANN AND (1986) (0)
Mathematical Models of Epidemics CIMPA School Ziguinchor, Dec. 2015 (2015) (0)
Convergence to a Continuous State Branching Process (2016) (0)

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What Schools Are Affiliated With Étienne Pardoux?

Étienne Pardoux is affiliated with the following schools:

Aix-Marseille University

Étienne Pardoux's Academic­Influence.com Rankings

Why Is Étienne Pardoux Influential?

Étienne Pardoux's Published Works

Published Works

Other Resources About Étienne Pardoux

What Schools Are Affiliated With Étienne Pardoux?

Étienne Pardoux's AcademicInfluence.com Rankings