Résumé:
The object of this memory is to present the link between partial di§erential equations
ìPDEîand stochastic di§erential equations ìSDEîdue to the relationships that exist between
probabilities and partial di§erential equations through stochastic processes. These are often
connected to linear di§erential operators, which allows the solutions of certain ìEDPî to be
expressed in terms of stochastic processes.
