Pardoux, Etienne Book review of: J. Cvitanić and J. Zhang, Contract theory in continuous-time models. (English) Zbl 1336.00063 SIAM Rev. 57, No. 2, 315-317 (2015). MSC: 00A17 91-02 91B40 91G80 93E20 60H10 60H15 60H20 PDFBibTeX XMLCite \textit{E. Pardoux}, SIAM Rev. 57, No. 2, 315--317 (2015; Zbl 1336.00063) Full Text: DOI
El Karoui, Nicole; Pardoux, Etienne; Yor, Marc Stochastic filtering at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991). (English) Zbl 1397.60010 Probability at Saint-Flour. Berlin: Springer (ISBN 978-3-642-25429-1/pbk). v, 305 p. (2012). MSC: 60-06 00B60 60G35 93E11 PDFBibTeX XMLCite \textit{N. El Karoui} et al., Stochastic filtering at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991). Berlin: Springer (2012; Zbl 1397.60010)
Pardoux, Étienne; Zeitouni, Ofer Quenched large deviations for one dimensional nonlinear filtering. (English) Zbl 1101.60017 SIAM J. Control Optim. 43, No. 4, 1272-1297 (2005). MSC: 60F10 93E11 PDFBibTeX XMLCite \textit{É. Pardoux} and \textit{O. Zeitouni}, SIAM J. Control Optim. 43, No. 4, 1272--1297 (2005; Zbl 1101.60017) Full Text: DOI arXiv
Pardoux, Étienne BSDEs, weak convergence and homogenization of semilinear PDEs. (English) Zbl 0959.60049 Clarke, F. H. (ed.) et al., Nonlinear analysis, differential equations and control. Proceedings of the NATO Advanced Study Institute and séminaire de mathématiques supérieures, Montréal, Canada, July 27-August 7, 1998. Dordrecht: Kluwer Academic Publishers. NATO ASI Ser., Ser. C, Math. Phys. Sci. 528, 503-549 (1999). Reviewer: David Nualart (Barcelona) MSC: 60H15 93E03 35R60 PDFBibTeX XMLCite \textit{É. Pardoux}, NATO ASI Ser., Ser. C, Math. Phys. Sci. 528, 503--549 (1999; Zbl 0959.60049)
Pardoux, Etienne; Tang, Shanjian Forward-backward stochastic differential equations and quasilinear parabolic PDEs. (English) Zbl 0943.60057 Probab. Theory Relat. Fields 114, No. 2, 123-150 (1999). Reviewer: Dirk Blömker (Augsburg) MSC: 60H30 93E03 60G44 35K55 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{S. Tang}, Probab. Theory Relat. Fields 114, No. 2, 123--150 (1999; Zbl 0943.60057) Full Text: DOI
Ocone, Daniel; Pardoux, Etienne Asymptotic stability of the optimal filter with respect to its initial condition. (English) Zbl 1035.93508 SIAM J. Control Optimization 34, No. 1, 226-243 (1996). MSC: 93E11 60G35 PDFBibTeX XMLCite \textit{D. Ocone} and \textit{E. Pardoux}, SIAM J. Control Optim. 34, No. 1, 226--243 (1996; Zbl 1035.93508) Full Text: DOI
Pardoux, Etienne Backward stochastic differential equations and applications. (English) Zbl 0843.60054 Chatterji, S. D. (ed.), Proceedings of the international congress of mathematicians, ICM ’94, August 3-11, 1994, Zürich, Switzerland. Vol. II. Basel: Birkhäuser. 1502-1510 (1995). Reviewer: R.Buckdahn (Brest) MSC: 60H10 60H30 60D05 62P05 93E20 60-02 PDFBibTeX XMLCite \textit{E. Pardoux}, in: Proceedings of the international congress of mathematicians, ICM '94, August 3-11, 1994, Zürich, Switzerland. Vol. II. Basel: Birkhäuser. 1502--1510 (1995; Zbl 0843.60054)
Pardoux, E.; Roubaud, M. C. Finite dimensional approximate filters in the case of high signal-to- noise ratio. (English) Zbl 0732.60053 Stochastic analysis, Proc. Conf. Honor Moshe Zakai 65th Birthday, Haifa/Isr. 1991, 433-448 (1991). Reviewer: J.Picard (Aubierre) MSC: 60G35 93E11 PDFBibTeX XML
Pardoux, Etienne Filtrage non linéaire et équations aux dérivées partielles stochastiques associées. (Nonlinear filtering and associated stochastic partial differential equations). (French) Zbl 0732.60050 Calcul des probabilités, Ec. d’Été, Saint-Flour/Fr. 1989, Lect. Notes Math. 1464, 69-163 (1991). Reviewer: J.Picard (Aubierre) MSC: 60G35 93E11 60H15 60H07 PDFBibTeX XML
Pardoux, E.; Peng, S. G. Adapted solution of a backward stochastic differential equation. (English) Zbl 0692.93064 Syst. Control Lett. 14, No. 1, 55-61 (1990). MSC: 93E03 93E20 34F05 49K45 60H10 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{S. G. Peng}, Syst. Control Lett. 14, No. 1, 55--61 (1990; Zbl 0692.93064) Full Text: DOI
Fleming, W. H.; Pardoux, E. Piecewise monotone filtering with small observation noise. (English) Zbl 0689.93067 SIAM J. Control Optimization 27, No. 5, 1156-1181 (1989). MSC: 93E11 60J60 PDFBibTeX XMLCite \textit{W. H. Fleming} and \textit{E. Pardoux}, SIAM J. Control Optim. 27, No. 5, 1156--1181 (1989; Zbl 0689.93067) Full Text: DOI
Campillo, Fabien; Le Gland, François; Pardoux, Etienne Approximation of a stochastic ergodic control problem. (English) Zbl 0688.49014 New trends in nonlinear control theory, Proc. Int. Conf. Nonlinear Syst., Nantes/Fr. 1988, Lect. Notes Control Inf. Sci. 122, 379-395 (1989). MSC: 49J55 49L20 49M25 93E20 PDFBibTeX XML
Pardoux, Etienne; Talay, Denis Stability of linear differential systems with parametric excitation. (English) Zbl 0669.93083 Nonlinear stochastic dynamic engineering systems, Proc. IUTAM Symp., Innsbruck/Igls/Austria 1987, 153-168 (1989). Reviewer: Leslaw Socha (Katowice) MSC: 93E15 93E25 PDFBibTeX XML
Fleming, W. H.; Ji, D.; Pardoux, E. Piecewise linear filtering with small observation noise. (English) Zbl 0675.93073 Analysis and optimization of systems, Proc. 8th Int. Conf., Antibes/France 1988, Lect. Notes Control Inf. Sci. 111, 725-739 (1988). MSC: 93E11 93E10 PDFBibTeX XML
Pardoux, E.; Savona, C. Piecewise linear filtering. (English) Zbl 0649.93074 Stochastic differential systems, stochastic control theory and applications, Proc. Workshop Minneapolis/Minn. 1986, IMA Vol. Math. Appl. 10, 429-437 (1988). Reviewer: J.Picard MSC: 93E11 62M20 93C10 60J60 PDFBibTeX XML
Pardoux, E.; Wihstutz, Volker Lyapunov exponent and rotation number of two-dimensional linear stochastic systems with small diffusion. (English) Zbl 0641.60065 SIAM J. Appl. Math. 48, No. 2, 442-457 (1988). Reviewer: V.Wihstutz MSC: 60H10 93E15 60J60 60K35 60F10 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{V. Wihstutz}, SIAM J. Appl. Math. 48, No. 2, 442--457 (1988; Zbl 0641.60065) Full Text: DOI
Haussmann, U. G.; Pardoux, E. A conditionally almost linear filtering problem with non-Gaussian initial condition. (English) Zbl 0641.60050 Stochastics 23, No. 2, 241-275 (1988). Reviewer: M.Chaleyat-Maurel MSC: 60G35 93E11 PDFBibTeX XMLCite \textit{U. G. Haussmann} and \textit{E. Pardoux}, Stochastics 23, No. 2, 241--275 (1988; Zbl 0641.60050) Full Text: DOI
Pardoux, E. Wide band limit of Lyapunov exponents. (English) Zbl 0592.60042 Stochastic differential systems, Proc. 3rd Bad Honnef Conf. 1985, Lect. Notes Control Inf. Sci. 78, 305-315 (1986). Reviewer: L.Arnold MSC: 60H10 34F05 93E15 PDFBibTeX XML
Arnold, L.; Oeljeklaus, Eberhard; Pardoux, E. Almost sure and moment stability for linear Ito equations. (English) Zbl 0588.60049 Lyapunov exponents, Proc. Workshop, Bremen/Ger. 1984, Lect. Notes Math. 1186, 129-159 (1986). MSC: 60H10 93E15 60F15 PDFBibTeX XML
Pardoux, E.; Pignol, M. Stability of periodic bilinear stochastic differential equations with correlated noise inputs. (English) Zbl 0609.60069 An. Științ. Univ. Al. I. Cuza Iași, N. Ser., Secț. Ia 31, 275-279 (1985). Reviewer: M.Picconi MSC: 60H10 93E15 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{M. Pignol}, An. Științ. Univ. Al. I. Cuza Iași, N. Ser., Secț. Ia 31, 275--279 (1985; Zbl 0609.60069)
Pardoux, E. Time-reversal of diffusion processes and nonlinear smoothing. (English) Zbl 0562.93079 Systems and optimization, Proc. Twente Workshop, Enschede/Neth. 1984, Lect. Notes Control Inf. Sci. 66, 171-181 (1985). Reviewer: T.Duncan MSC: 93E14 60J60 93C10 60H10 PDFBibTeX XML
Pardoux, E.; Talay, D. Discretization and simulation of stochastic differential equations. (English) Zbl 0554.60062 Acta Appl. Math. 3, 23-47 (1985). Reviewer: M.Breger MSC: 60H10 65C05 65L05 93E25 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{D. Talay}, Acta Appl. Math. 3, 23--47 (1985; Zbl 0554.60062) Full Text: DOI
Metivier, M. (ed.); Pardoux, E. (ed.) Stochastic differential systems. Filtering and control. Proceedings of the IFIP-WG 7/1 Working Conference, Marseille-Luminy, France, March 12- 17, 1984. (English) Zbl 0552.00009 Lecture Notes in Control and Information Sciences, 69. Berlin etc.: Springer-Verlag. VIII, 322 p. DM 58.00 (1985). MSC: 00B25 60-06 93-06 PDFBibTeX XML
Pardoux, E.; Pignol, M. Etude de la stabilité de la solution d’une E.D.S. bilinéaire à coefficients périodiques. Application au mouvement des pales d’hélicoptère. (Study of the stability of the solution of a bilinear stochastic differential equation with periodic coefficients. Application to the movement of helicopter blades.). (French) Zbl 0583.93068 Analysis and optimization of systems, Proc. 6th int. Conf., Nice 1984, Part 2, Lect. Notes Control Inf. Sci. 63, 92-103 (1984). Reviewer: V.Wihstutz MSC: 93E15 34C25 60J60 60H05 60J05 60H10 93C10 70K50 15B52 60J70 PDFBibTeX XML
Pardoux, E. Equations du lissage non linéaire. (French) Zbl 0536.93067 Filtering and control of random processes, Proc. Colloq., Paris 1983, Lect. Notes Control Inf. Sci. 61, 206-218 (1984). Reviewer: R.Elliott MSC: 93E14 60H05 93C10 60G35 60H15 93E11 PDFBibTeX XML
Pardoux, E. Semi-linear stochastic models: Computation of moments and conditional moments. (English) Zbl 0516.93045 Bull. Math. Biol. 45, 591-597 (1983). MSC: 93E03 60H10 93B15 60H15 93E11 60G07 PDFBibTeX XMLCite \textit{E. Pardoux}, Bull. Math. Biol. 45, 591--597 (1983; Zbl 0516.93045) Full Text: DOI
Pardoux, E. Analyse asymptotique du problème de filtrage non linéaire avec bruit d’observation à large bande. (French) Zbl 0558.93072 Analysis and optimization of systems, Proc. 5th int. Conf., Versailles 1982, Lect. Notes Control Inf. Sci. 44, 729-742 (1982). Reviewer: M.Kohlmann MSC: 93E11 60H10 93C10 60G35 62M20 PDFBibTeX XML
Pardoux, E. Equations of non-linear filtering; and application to stochastic control with partial observation. (English) Zbl 0534.93058 Nonlinear filtering and stochastic control, Proc. 3rd 1981 Sess. C. I. M. E., Cortona/Italy 1981, Lect. Notes Math. 972, 208-248 (1982). Reviewer: A.Kistner MSC: 93E11 93E14 93E20 62M20 62H15 49J55 60G35 60G25 93C10 PDFBibTeX XML
Pardoux, E. Smoothing of a diffusion process conditioned at final time. (English) Zbl 0514.93067 Stochastic differential systems, Proc. 2nd Conf., Bad Honnef 1982, Lect. Notes Control Inf. Sci. 43, 187-196 (1982). MSC: 93E14 60H15 60J60 PDFBibTeX XML
Pardoux, E. Equations du filtrage non linéaire de la prediction et du lissage. (French) Zbl 0491.93062 Stochastics 6, 193-231 (1982). MSC: 93E11 62M20 93E14 60J60 PDFBibTeX XMLCite \textit{E. Pardoux}, Stochastics 6, 193--231 (1982; Zbl 0491.93062) Full Text: DOI
Fleming, Wendell H.; Pardoux, Etienne Optimal control for partially observed diffusions. (English) Zbl 0484.93077 SIAM J. Control Optimization 20, 261-285 (1982). MSC: 93E20 60J60 60J65 60H15 93B07 49J55 PDFBibTeX XMLCite \textit{W. H. Fleming} and \textit{E. Pardoux}, SIAM J. Control Optim. 20, 261--285 (1982; Zbl 0484.93077) Full Text: DOI
Pardoux, E. Equations aux dérivées partielles associees à un problème de filtrage non linéaire. (French) Zbl 0483.60055 Ann. Sci. Univ. Clermont II 69, Math. 19, 141-147 (1981). MSC: 60H15 93E11 60G35 PDFBibTeX XMLCite \textit{E. Pardoux}, Ann. Sci. Univ. Clermont-Ferrand II, Math. 69(19), 141--147 (1981; Zbl 0483.60055) Full Text: Numdam EuDML
Pardoux, E. Stochastic partial differential equations and filtering of diffusion processes. (English) Zbl 0424.60067 Stochastics 3, 127-167 (1979). MSC: 60H15 93E11 PDFBibTeX XMLCite \textit{E. Pardoux}, Stochastics 3, 127--167 (1979; Zbl 0424.60067) Full Text: DOI
Pardoux, E. Filtering of a diffusion process with Poisson-type observation. (English) Zbl 0414.93051 Stochastic control theory and stochastic differential systems, Proc. Workshop, Bad Honnef 1979, Lect. Notes Control Inf. Sci. 16, 510-518 (1979). MSC: 93E11 60H15 60J60 60G55 60G44 PDFBibTeX XML
Pardoux, E. Stochastic partial differential equation for the density of the conditional law of a diffusion process with boundary. (English) Zbl 0439.60035 Stochastic analysis, Proc. int. Conf., Evanston/Ill. 1978, 239-269 (1978). MSC: 60G35 93E11 60H10 60H15 PDFBibTeX XML