Étienne Pardoux

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (Stochastic Modelling and Applied Probability 69)

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Probabilistic Models of Population Evolution: Scaling Limits, Genealogies and Interactions

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Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Étienne Pardoux

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Methodes de Monte-Carlo Pour Les Equations de Transport Et de Diffusion

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Stochastic Filtering at Saint-Flour

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Ecole d'Ete de Probabilites de Saint-Flour XIX - 1989 (Lecture Notes in Mathematics) (French Edition)

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Stochastic Partial Differential Equations: An Introduction

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