en:recherche [Etienne PARDOUX]

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===== Research Themes ======

====== Publications ======
===== Books =====

[L7] // Stochastic Partial Differential Equations. An Introduction.// SpringerBriefs in Mathematics, Springer 2021.

[L6] {{ :pm_root.pdf |Probabilistic models of population evolution. Scaling limits and interactions}}. Springer, 2016.

[L5] Stochastic Differential Equations, Backward SDEs, Partial Differential Equations (with A. Rascanu), Stochastic Modelling and Applied Probability 69, Springer 2014.

[L4] Markov processes and applications. Algorithms, networks, genome and finance. Translated and revised from the 2007 French edition. Wiley Series in Probability and Statistics. John Wiley & Sons, Ltd., Chichester; Dunod, Paris, 2008.
A Chinese translation has appeared in 2019. 

[L3] Processus de Markov et applications. Algorithmes, réseaux, génome et finance, Dunod, Paris, 2007.

[L2] Méthodes de Monte-Carlo pour les équations de transport et de diffusion (with Lapeyre, Bernard; Sentis, Rémi), Mathématiques & Applications (Berlin) [Mathematics & Applications] ,29. Springer-Verlag, Berlin, 1998. x+176 pp. ISBN: 3-540-63393-6 Engl. translation by Alan Craig and Fionn Craig: Introduction to Monte-Carlo methods for transport and diffusion equations. Oxford Texts in Applied and Engineering Mathematics, 6, Oxford University Press, Oxford, 2003. x+163 pp. ISBN: 0-19-852593-1

[L1] Méthodes Probabilistes pour les Equations de la Physique (with M. Cessenat, G. Ledanois, P.L. Lions and R. Sentis, R. Dautray ed.), Eyrolles, 1989.

===== Articles =====

[162] {{ :fr:vi_si.pdf |Epidemic models with varying infectivity on a refining spatial grid. I. The SI model}}, with A. Mougabe-Peurkor and T. Yeo.

[161] {{ :fr:clt_vuong.pdf |Central limit theorem for a spatial stochastic epidemic model with mean field interaction}}, with M. Hauray and Y. Vuong.

[160] {{ :fr:2304.05211.pdf |Spatially dense stochastic epidemic models with infection-age dependent infectivity}}, with G. Pang.

[159] {{ :en:extinction_arxiv.pdf |Extinction time of an epidemic with infection age dependent infectivity}}, with A. Mougabe-Peurkor, I. Drame and M. N'zi.

[158] {{ :fr:pde_multipatch.pdf |PDE model for multi-patch epidemic models with migration and infection-age dependent infectivity}}, with G. Pang, //Pure and Applied Funct. Analysis//, to appear.

[157] {{ ::fppz_arxiv.pdf |Stochastic epidemic models with varying infectivity and susceptibility}}, with R. Forien, G. Pang and A.B. Zotsa Ngoufack, arXiv.2210.04667.

[156] {{ :en:puqr2022019-forien.pdf |Multi-patch multi-group epidemic model with varying infectivity}}, with  R. Forien and G. Pang, // Probab. Uncertain. Quant. Risk// **7**, 4, pp. 333-364, 2022.  

[155] {{ :en:corrected_poc_spatial_epidemic_model.pdf |Conditional propagation of chaos in a spatial stochastic epidemic model with common noise}}, with M.Hauray and Y.V. Vuong,
//Stochastic and Partial Differential Equations// **10**, 3, pp. 1180-1210, 2022

[154] {{ :en:auretmauro.pdf |Metastability between the clicks of the Müller ratchet}}, with M. Mariani and A. Velleret. arXiv:2007.14715, 2021.

[153] {{ :en:survey_forien-pang-pardoux2021.pdf |Recent advances in epidemic modeling : non Markov stochastic models and their scaling limits}}, with R. Forien and G. Pang, //Graduate J. Math.// **7**, 19--75, 2022.

[152] {{ :en:epidemic-age-pde-arxiv.pdf |Functional law of large numbers and PDEs for epidemic models with infection-age dependent infectivity}}, with G. Pang, //Applied Math. & Optimization//  **87**, 2023.

[151] {{ :en:fclt-varying_infectivity_revision5.pdf |Functional central limit theorems for epidemic models with varying infectivity}}, with G. Pang, //Stochastics//, to appear.

[150] {{ :fr:bep.pdf |A Spatial Stochastic Epidemic Model: Law of Large Numbers and Central Limit Theorem}}, with S. Bowong and A. Emakoua,  //Stoch. PDE : Anal. Comp.// **11**, pp. 31-105, 2023.


[149] {{ :en:rsos.202327.pdf |Estimating the state of the Covid-19 epidemic in France using a non-Markovian model}}, with R. Forien and G. Pang,  // R. Soc. Open Sci.// **8**:202327, 2021.
 
[148] {{ :en:varying_infectivity-siam-final.pdf |Epidemic models with varying infectivity}}, with R. Forien and G. Pang, //SIAM J. Applied Math.//, **81**, pp. 1893-1930, 2021.


[147] {{ :en:multipatch_arxiv_may21.pdf |Multi-patch epidemic models with general infectious periods}}, with G. Pang, //ESAIM P & S// **27**, pp. 345-401, 2023.

[146] {{ :en:funct_limit_theorem_gp-ep_arxiv.pdf |Functional limit theorems for non-Markovian epidemic models}}, with G. Pang, //Annals of Applied Probability// **32** pp. 1615-1665, 2022. 

[145] {{ :drame-pardoux_tims_final.pdf |Approximation of the height process of a continuous state branching process with interaction}}, with I. Dramé, //Theor. Probability and Math. Statist.// **103**, pp. 3-39, 2020.

[144] {{ :en:hairer-pardoux2021_article_fluctuationsaroundahomogenised.pdf |Fluctuations around a homogenized semilinear random PDE}}, with M. Hairer, //Archive for Rational Mechanics and Analysis// ** 239**, pp. 151-217, 2021. 

[143] {{ :en:householdsde_paper.pdf |Household epidemic models and McKean-Vlasov Poisson driven SDEs}}, with R. Forien, //Annals of Applied Probability// **32**, pp. 1210-1233, 2022.

[142] {{ :en:ejp_moddev_published.pdf |Moderate Deviations and Extinction of an Epidemic}}, //Electron. J. Probab.// **25**, paper no. 25, 1-27, 2020.

[141] {{ :en:epardoux_cimom18_revised.pdf |Deviations from the law of large numbers, and extinction of an endemic disease}}, in //Mathematical modeling of random and deterministic phenomena//, Manou--Abi, S.M., Dabo--Niang, S., Salone, J.J. eds., pp. 3--30, ISTE and Wiley, 2020.

[140] {{ :en:li2022_article_theheightprocessofacontinuous-.pdf |The height process of a continuous state branching process with interaction}}, with Z. Li and A. Wakolbinger, // J Theor Probab // **35**, pp. 142--185, 2022.

[139] {{ ::aihp1807-002ra0.pdf |Extinction time and the total mass of the continuous state branching processes with competition}}, with Vi Le, //Stochastics// **92**, pp. 852-875, 2020.

[138] {{ :en:nzi2021_article_asirmodelonarefiningspatialgri.pdf |A SIR model on a refining spatial grid I - Law of Large Numbers}}, with Modeste N'zi and Ténan Yeo, //Applied Math. & Optimization// **83**, pp. 1153-1189, 2021.

[137] {{ :en:rootparti.pdf |Stochastic epidemics in a homogeneous community}}, with Tom Britton, Part I of //Stochastic Epidemic Models with Inference//, T. Britton and E. Pardoux eds., Lecture Notes in Math. **2255**, pp. 1--120, Springer 2019.

[136] {{ :articleesaim-ps_2020.pdf |Large deviation of the exit measure through a characteristic boundary for a Poisson driven SDE}}, with Brice Samegni-Kepgnou, //ESAIM P & S// **24**, pp. 148-185, 2020.

[135] {{ :id-ep_ecpparu.pdf |Approximation of a generalized CSBP with interaction}}, with Ibrahima Dramé, //Electron. Commun. Probab.//, **23** , 73, 1-14, 2018.

[134] {{ :ldp_reflected_april18.pdf |Large Deviation Principle for Reflected Poisson driven SDEs in Epidemic Models}}, with Brice Samegni-Kepgnou, //Stochastic Analysis and Applications//  **37**, pp. 836-864, 2019.

[133] {{ :sjl_revised-2018.pdf |Small jumps asymptotic of the moving optimum Poissonian SDE}}, with Elma Nassar, //Stochastic Processes and Applications// **129**, pp. 2320-2340, 2019.

[132] {{ :kopp2018_jmb.pdf |Phenotypic lag and population extinction in the moving-optimum model: insights from a small-jumps limit}}, with Michael Kopp and Elma Nassar, //J. Math. Biol.//, **77**, pp. 1431-1458, 2018.

[131] {{ :large_deviations_2016.pdf |Large deviations for infectious diseases models}}, with Peter Kratz, //Séminaire de Probabilités// **XLIX**, C. Donati-Martin, A. Lejay, A. Rouault eds., //Lecture Notes in Math.// **2215**, pp. 221-327, 2018.

[130] {{ :nonlinearfilteringdegennoise.pdf |Nonlinear filtering with degenerate noise}}, with David Jaurès Fotsa-Mbogne, //Electron. Commun. Probab.// **22** , Paper No. 44, 14 pp., 2017

[129] {{ :sam-pard-jap.pdf |Large Deviation principle for Epidemic Models}}, with Brice Samegni-Kepgnou, //Journal Appli. Prob.//**54**, 905-920, 2017.

[128] {{ :continuity_fk_janvier2016.pdf |Continuity of the Feynman-Kac formula for a generalized parabolic equation}}, with A. Rascanu, //Stochastics//, **89** ,726-752, 2017.

[127] {{ :articlejap_revised2.pdf |On the long time behavior of the solution of an SDE driven by a Poisson Point Process}}, with E. Nassar, //Adv. in Appl. Probab.// **49**, 344-367, 2017.

[126] {{ :khalifa_et_al.pdf |TMEM187-IRAK1 Polymorphisms Associated with Rheumatoid Arthritis Susceptibility in Tunisian and French Female Populations: Influence of Geographic Origin}}, with O. Khalifa, N. Balandrauid, N. Lambert, I. Auger, J. Roudier, A. Sénéchal, D. Geneviêve, C. Picard, G. Lefranc, I. Touitou, B. M'Madi Mrenda, C. Benedito, A.-L. Gagez, Y.-M. Pers, C. Jorgensen, T. Mahjoub et F. Apparailly, //Journal of Immunology Research//, **2017**, Article ID 4915950, 12 pages, 2017.

[125] {{ :dramepardouxsow.pdf |Non-binary branching process and non-Markovian exploration process}}, with I. Dramé and A.B. Sow, //ESAIM P & S// , **21**, 1-33, 2017

[124] {{ :bahlalielouaflinpardouxspa17.pdf |Averaging for SDE-BSDE with null recurrent fast component Application to homogenization in a non periodic media}}, with Khaled Bahlali and A. Elouaflin, //Stochastic Processes and Applications//, **127**, 1321-1353, 2017.

[123] {{ :bmpr.pdf |Stochastic variational inequalities on non-convex domains}}, with R. Buckdahn, L. Maticiuc and A. Rascanu, //J. Differential Equations//, **259**, 7332-7374, 2015.

[122] {{ :dpp.pdf |A mixing tree-valued process arising under neutral evolution with recombination}}, with A. Depperschmidt, P. Pfaffelhuber, //Electron. J. Probab.//, **20** no. 94, 1-22, 2015.

[121] {{ :07-7206_hairer.pdf |A Wong-Zakai theorem for stochastic PDEs}}, with M. Hairer, //J. Math. Soc. Japan// **67**, 1-54, 2015.

[120] {{ :ep-aw-15.pdf |A path-valued Markov process indexed by the ancestral mass}}, with A. Wakolbinger, //ALEA Lat. Am. J. Probab. Math. Stat.//, **12**, 193-212, 2015.

[119] {{ :le_pardouxesaim-ps.pdf |Height and the total mass of the forest of genealogical trees of a large population with general competition}}, with Vi Le, //ESAIM : Probability and Statistics//, **19**, 172-193, 2015.

[118] {{ :aihp621.pdf |Branching processes with competition and generalized Ray Knight Theorem}}, with M. Ba, //Annales de l'Institut Henri Poincaré - Probabilités et Statistiques// **51**, 1290-1313, 2015.

[117] {{ :bbah_epardoux.pdf |Lambda-lookdown model with selection}}, with B. Bah, //Stochastic Processes and Applications//, **125**, 1089-1126, 2015.

[116] {{ :proc144807.pdf |Numerical methods in the context of compartmental models in epidemiology}}, with P. Kratz and B. Samegni Kepnou, //ESAIM : Proceedings and Surveys// **48**, 169-189, 2014.

[115] {{ :invmeasureselectiondec2013-final.pdf |Invariant measure selection by noise. An example}}, with J. Mattingly, //Discrete Contin. Dyn. Syst.// **34**, no. 10, 4223-4257, 2014.

[114] {{ :hla-dr_genotypes.pdf |HLA-DRB1 genotypes and the risk of developing anti citrullinated protein antibody (ACPA) positive rheumatoid arthritis}}, with Nathalie Balandraud, Christophe Picard, Denis Reviron, Cyril Landais, Eric Toussirot, Nathalie Lambert, Emmanuel Telle, Caroline Charpin, Daniel Wendling, Isabelle Auger, Jean Roudier, //PLOS ONE// **8**, N 5, May 201

[113] {{ :hapapi-publie.pdf |Random homogenisation of a highly oscillatory singular potential}}, with M. Hairer and A. Piatnitski, //Stoch. PDE : Anal. Comp.// **1**, 571-605, 2013.

[112] {{ :spa2406.pdf |Muller's ratchet clicks in finite time}}, with Julien Audiffren, //Stochastic Processes and Applications// **123**, 2370 - 2397, 2013. .

[111] {{ :lpwpublished.pdf |Trees under attack: a Ray-Knight representation of Feller's branching diffusion with logistic growth}}, with V. Le, A. Wakolbinger, //Probab. Theory Relat. Fields// **155**, 583-619, 2013.

[110] {{ :festschriftdn.pdf |The effect of competition on the height and length of the forest of genealogical trees of a large population}}, with Mamadou Ba, in //Malliavin Calculus and Related Topics, a Festschrift in Honor of David Nualart//, F. Viens, J. Feng, Y. Hu, E. Nualart Eds., Springer Proceedings in Mathematics and Statistics **34**, 445-467, 2012.

[109] {{ :bb_ep_bs_springer.pdf |A look-down model with selection}}, with B. Bah, A. B. Sow, in //Stochastic Analysis and Related Topics//, Laurent Decreusefond et Jamal Najim Ed, Springer Proceedings in Mathematics and Statistics Vol **22**, 1-28, 2012.

[108] {{ :aop650.pdf |Homogenization of a singular random on dimensional parabolic PDE with time varying coefficients}}, with Piatnitski, Andrey, //Annals of Probab.// **40**, pp. 1316-1356, 2012.

[107] {{ :appublished.pdf |Binary trees, exploration processes, and an extended Ray-Knight Theorem}}, with Ba, Mamadou and Sow, Ahmadou, Bamba, //Journal of Applied Probability// **49**, 210-225, 2012.

[106] {{ :pw_ecp.pdf |From Brownian motion with a local time drift to Feller's branching diffusion with logistic growth}}, with A. Wakolbinger, //Electronic. Comm. Probab.// **16**, 720-731, 2011.

[105] {{ :epabs-sd.pdf |Homogenization of a periodic degenerate semilinear elliptic PDE}}, with A. B. Sow, //Stochastics and Dynamics// **11**, 475-493, 2011.

[104] {{ :jcomputbiol.pdf |Compound Poisson approximation and testing for gene clusters with multigene families}}, with S. Grusea, O. Chabrol, P. Pontarotti, //J. Comput. Biol.// **18** , 579-594, 2011.

[103] {{ :pardoux-wakolbinger-survey.pdf |From exploration paths to mass excursions - variations on a theme of Ray and Knight}}, with Wakolbinger, Anton, in //Surveys in Stochastic Processes//, Proc. 33rd SPA Conf. Berlin, 2009, J. Blath, P. Imkeller, S. Roelly eds. EMS Series of Congress reports, 87-106, 2011.

[102] {{ :amp-ejp.pdf |Survival of a single mutant in one dimension}}, with Andjel, Enrique and Miller, Judith, //Electronic J. Probab// **15**, 2010.

[101] {{ :article-101-.pdf |A weak convergence theorem for particle motion in a stochastic field}}, with Elskens, Yves, Annals of Applied Probab., 20, 2022-2039, 2010.

[100] {{ :argrevision3.pdf |Evolution of the ancestral recombination graph along the genome in case of a selective sweep}}, with Léocard, Stéphanie, //J. Math. Biology// **61**, 819-841, 2010.

[99] {{ :viscositysolt.pdf |Viscosity solutions for systems of parabolic variational inequalities}}, with Maticiuc, Luciani; Rascanu, Aurel; Zalinescu, Adrian, //Bernoulli// **16**, 258-273, 2010.

[98] {{ :arg-ep-ms.pdf |On the height and length of the ancestral recombination graph}}, with Salamat, Majid, //J. Appl. Prob.// **46**, 669-689, 2009.

[97] {{ :article-97-.pdf |A probabilistic formula for a Poisson equation with Neumann boundary conditions}}, with Benchérif-Madani, Abdellatif, //Stoch. Anal. Appl.// **27**, 739-746, 2009.

[96] {{ :article-96-.pdf |Homogenization of periodic semilinear parabolic degenerate PDES}}, with A. B. Sow, R. Rhodes, //Ann. I. H. Poincaré - AN// **26**,979-998, 2009.

[95] {{ :ejp-2009-1931.pdf |Homogenization of semilinear PDEs with discontinuous averaged coefficients}}, with K. Bahlali, A. Elouaflin, //Electronic J. of Probability// **14**, 477-499, 2009.

[94] {{ :jfa.pdf |Homogenization of periodic linear degenerate PDEs}}, with M. Hairer, //J. Funct. Anal.// **255**, No. 9, 2462-2487, 2008.

[93] {{ :biepap.pdf |Homogenization of a singular random one-dimensional PDE}}, with Iftimie, Bogdan; Piatnitski, Andrey, //Ann. Inst. Henri Poincaré Probab. Stat.// **44**, no. 3, 519-543, 2008.

[92] {{ :bencherifpardoux.pdf |Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach}}, with Benchérif-Madani, Abdellatif, //ESAIM Probab. Stat.// **11**, 385-411, 2007.

[91] {{ :avecalassane.pdf |Homogenization of periodic semilinear hypoelliptic PDEs}}, with Diédhiou, Alassane, //Ann. Fac. Sci. Toulouse Math.// **16**, no. 2, 253-283, 2007.

[90] {{ :cpam.pdf |Malliavin calculus for the stochastic 2D Navier-Stokes equation}}, with Mattingly, Jonathan C., //Comm. Pure Appl. Math.// **59** (2006), 1742-1790, 2006.

[89] Homogenization of a singular random one dimensional PDE, with Piatnitski, Andrey, in //Multi scale problems and asymptotic analysis//, 291-303, GAKUTO, Internat. Ser. Math. Sci. Appl. **24**, Gakkotosho, Tokyo, 2006.

[88] {{ :dipp.pdf |Singular homogenization with stationary in time and periodic in space coefficients}}, with Diop, M. A.; Iftimie, B.; Piatnitski, A. L., //J. Funct. Anal.// **231**, no. 1, 1-46, 2006.

[87] {{ :pave3.pdf |On the Poisson equation and diffusion approximation III}}, with Veretennikov, A. Yu., //Ann. Probab.// **33**, no. 3, 1111-1133, 2005.

[86] Homogenization of a diffusion with locally periodic coefficients, with Benchérif-Madani, Abdellatif, in //Séminaire de Probabilités// XXXVIII, 363-392, Lecture Notes in Math. **1857**, Springer, Berlin, 2005.

[85] Backward stochastic differential equations associated to a symmetric Markov process, with Bally, V.; Stoica, L., Potential Anal., 22, no. 1, 17-60, 2005.

[84] {{ :pardouxzeitouni.pdf |Quenched large deviations for one dimensional nonlinear filtering}}, with Zeitouni, Ofer,
//SIAM J. Control Optim.// **43**, no. 4, 1272-1297, 2004/05.

[83] Malliavin calculus for highly degenerate 2D stochastic Navier-Stokes equations, with Hairer, Martin; Mattingly, Jonathan C., //C. R. Math. Acad. Sci. Paris// **339**, no. 11, 793-796, 2004.

[82] {{ :ep-abs_82_.pdf |Probabilistic interpretation of a system of quasilinear parabolic PDEs}}, with Sow, A. B.,
//Stochastics & Stoch. Rep.// **7**

[81] {{ :bdhps2003.pdf |$L\sp p$ solutions of backward stochastic differential equations}}, with Briand, Ph.; Delyon, B.; Hu, Y.; Stoica, L., //Stochastic Process. Appl.// **108**, no. 1, 109-129, 2003.

[80] {{ :pave2.pdf |On Poisson equation and diffusion approximation II}}, with Veretennikov, A. Yu., //Ann. Probab.// **31**, no. 3, 1166-1192, 2003.

[79] {{ :ep-ap-spa.pdf |Homogenization of a nonlinear random parabolic partial differential equation}}, with Piatnitski, A. L., //Stochastic Process. Appl.// **104**, no. 1, 1-27, 2003.

[78] {{ :pave1.pdf |On the Poisson equation and diffusion approximation I}}, with Veretennikov, A. Yu., //Ann. Probab.// **29**, no. 3, 1061-1085, 2001.

[77] {{ :gg-ep.pdf |BSDEs, convergence in law and homogenization of semilinear parabolic PDEs}}, with Gaudron, Guillaume, //Ann. Inst. H. Poincaré Probab. Statist.// **37**, no. 1, 1-42, 2001.

[76] On the smoothness of an invariant measure of a Markov chain with respect to a parameter, with Veretennikov, A. Yu., (in Russian) //Dokl. Akad. Nauk// **370**, no. 2, 158-160, 2000.

[75] {{ :ep-ar_75_.pdf |Backward stochastic variational inequalities}}, with Rascanu, Aurel, //Stochastics & Stoch. Rep.// **67**, no. 3-4, 159-167, 1999.

[74] {{ :pardouxjfa.pdf |Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: a probabilistic approach}}, //J. Funct. Anal.// **167**, no. 2, 498-520, 1999.

[73] The critical exponent for a stochastic PDE to hit zero, with Mueller, Carl, in //Stochastic analysis, control, optimization and applications//, 325-338, Systems Control Found. Appl., Birkhäuser Boston, Boston, MA, 1999.

[72] {{ :ep-st_72_.pdf |Forward-backward stochastic differential equations and quasilinear parabolic PDEs}}, with Tang, Shanjian, //Probab. Theory Related Fields// **114** , no. 2, 123-150, 1999.

[71] BSDEs, weak convergence and homogenization of semilinear PDEs, in //Nonlinear analysis, differential equations and control// (Montreal, QC, 1998), 503-549, NATO Sci. Ser. C Math. Phys. Sci., **528**, Kluwer Acad. Publ., Dordrecht, 1999.

[70] {{ :geilo.pdf |Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order}}, in //Stochastic analysis and related topics VI// (Geilo, 1996), 79-127, Progr. Probab., **42**, Birkhäuser Boston, Boston, MA, 1998.

[69] {{ :ballypardoux.pdf |Malliavin calculus for white noise driven parabolic SPDEs}}, with Bally, Vlad, //Potential Anal.// **9**, no. 1, 27-64, 1998.

[68] {{ :ep-ar-spa.pdf |Backward stochastic differential equations with subdifferential operator and related variational inequalities}}, with Rascanu, Aurel, //Stochastic Process. Appl.// **76**, no. 2, 191-215, 1998.

[67] {{ :ep-sz_67_.pdf |Generalized BSDEs and nonlinear Neumann boundary value problems}}, with Zhang, Shuguang, //Probab. Theory Related Fields//, **110** no. 4, 535-558, 1998.

[66] Generalized discontinuous backward stochastic differential equations, in //Backward stochastic differential equations//, (Paris, 1995-1996), 207-219, Pitman Res. Notes Math. Ser. **364**, Longman, Harlow, 1997.

[65] {{ :article.scanne.pdf |Averaging of backward stochastic differential equations, with application to semi-linear PDE's}}, with Veretennikov, A. Yu., //Stochastics & Stoch. Rep.// **60**, no. 3-4, 255-270, 1997.

[64] SPDEs with reflection and Malliavin calculus, with Donati-Martin, C., //Bull. Sci. Math.// **121**, no. 5, 405-422,1997.

[63] Probabilistic interpretation of a system of semi-linear parabolic partial differential equations, with Pradeilles, Frédéric; Rao, Zusheng, //Ann. Inst. H.Poincaré Probab. Statist.// **33**, no. 4, 467-490, 1997.

[62] {{ :euclid.aop.1024404508.pdf |Backwards SDE with random terminal time and applications to semilinear elliptic PDE}}, with Darling, R. W. R., //Ann. Probab.// **25**, no. 3, 1135-1159, 1997.

[61] {{ :gb-rb-ep_61_.pdf |Backward stochastic differential equations and integral-partial differential equations}}, with Barles, Guy; Buckdahn, Rainer, //Stochastics & Stoch. Rep.// **60**, no. 1-2, 57-83, 1997.

[60] {{ :kkppq.pdf |Reflected solutions of backward SDE's, and related obstacle problems for PDE's}}, with El Karoui, N.; Kapoudjian, C.; Peng, S.; Quenez, M. C., //Ann. Probab.// **25**, no. 2, 702-737, 1997.

[59] {{ :agp-ep_59_.pdf |Backward stochastic differential equations reflected in a convex domain}}, with Gégout-Petit, A., //Stochastics & Stoch. Rep.// **57**, no. 1-2, 111-128, 1996.

[58] Asymptotic stability of the optimal filter with respect to its initial condition, with Ocone, Daniel, //SIAM J. Control Optim.// **34**, no. 1, 226-243, 1996.

[57] Backward stochastic differential equations and applications, //Proceedings of the International Congress of Mathematicians//, Vol. 1, 2 (Zürich, 1994), 1502-1510, Birkhäuser, Basel, 1995.

[56] {{ :en:kurtzpardouxprotter.pdf |Stratonovich stochastic differential equations driven by general semimartingales}}, with Kurtz, Thomas G.; Protter, Philip, //Ann. Inst. H. Poincaré Probab. Statist.// **31**, no. 2, 351-377, 1995.

[55] {{ :dn-ep_55_.pdf |Markov field properties of solutions of white noise driven quasi-linear parabolic PDEs}}, with Nualart, D., //Stochastics & Stoch. Rep.// **48**, no. 1-2, 17-44, 1994.

[54] {{ :1-s2.0-s0022123684710408-main.pdf |White noise driven parabolic SPDEs with measurable drift}}, with Bally, V.; Gyöngy, I., //J. Funct. Anal.// **120**, no. 2, 484-510, 1994.

[53] Symmetric reflected diffusions, with Williams, R. J., //Ann. Inst. H. Poincaré Probab. Statist.// **30**, no. 1, 13-62, 1994.

[52] {{ :epsp.pdf |Backward doubly stochastic differential equations and systems of quasilinear SPDEs}}, with Peng, Shi Ge, //Probab. Theory Related Fields// **98**, no. 2, 209-227, 1994.

[51] {{ :do-ep_51_.pdf |A stochastic Feynman-Kac formula for anticipating SPDEs, and application to nonlinear smoothing}}, with Ocone, Daniel, //Stochastics & Stoch. Rep.// **45**, no. 1-2, 79-126, 1993.

[50] {{ :gyopard93.pdf |On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations}}, avec Gyöngy, Istvan, //Probab. Theory Related Fields// **97**, no. 1-2, 211-229, 1993.

[49]] {{ :1-s2.0-s0022123683710402-main.pdf |Absolute continuity of the law of the solution of a parabolic SPDE}}, with Zhang, Tu Sheng, //J. Funct. Anal.// **112**, no. 2, 447-458, 1993.

[48] {{ :cdm-ep_48_.pdf |White noise driven SPDEs with reflection}}, with Donati-Martin, C., //Probab. Theory Related Fields// **95**, no. 1, 1-24, 1993.

[47] Stochastic partial differential equations, a review, //Bull. Sci. Math.// **117**, no. 1, 29-47, 1993.

[46] {{ :ig-ep_46_.pdf |On quasi-linear stochastic partial differential equations}}, with Gyöngy, I., //Probab. Theory Related Fields// **94**, no. 4, 413-425, 1993.

[45] {{ :papeng2.pdf |Backward stochastic differential equations and quasilinear parabolic partial differential equations}}, with Peng, S., in //Stochastic partial differential equations and their applications// (Charlotte, NC, 1991), 200-217, Lecture Notes in Control and Inform. Sci., **176**, Springer, Berlin, 1992.

[44] {{ :wndrspde.pdf |White noise driven quasilinear SPDEs with reflection}}, with Nualart, D., //Probab. Theory Related Fields// **93**, no. 1, 77-89, 1992.

[43] Lyapounov exponent of linear stochastic systems with large diffusion term, with Wihstutz, V., //Stochastic Process. Appl.// **40**, no. 2, 289-308, 1992.

[42] Second order stochastic differential equations with Dirichlet boundary conditions, with Nualart, David, //Stochastic Process. Appl.// **39**, no. 1, 1-24, 1991.

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[1] {{ :pardoux_these.pdf |Equations aux dérivées partielles stochastiques non linéaires monotones; Etude de solutions fortes de type Itô}}. Thèse, Univ. Paris Sud, 1975.