Paul Malliavin

Updated on Oct 10, 2024

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Nationality France Education University of Paris Alma mater University of Paris Fields Mathematics		Name Paul Malliavin Role Mathematician

Born September 10, 1925Neuilly-sur-Seine ( 1925-09-10 ) Institutions Pierre and Marie Curie University Doctoral students Maria Emilia CaballeroGerard Letac Known for Malliavin's absolute continuity lemmaMalliavin calculus Died June 3, 2010, Paris, France Books Integration and probability, Stochastic Calculus of Variation, 随机分析, Geometrie Differentielle Stochastique Similar People Szolem Mandelbrojt, Jean Leray, Alexandra Bellow, Carlos Kenig
Doctoral advisor Szolem Mandelbrojt

Paul Malliavin ([maljavɛ̃]; September 10, 1925 – June 3, 2010) was a French mathematician. He was Professor Emeritus at the Pierre and Marie Curie University. He had been a member of the French Academy of Sciences since 1979.

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Domains of research

Probability theory, where he introduced the Malliavin calculus

Harmonic analysis

Approximation theory

Selected publications

La quasi-analyticité généralisée sur un intervalle borné, Annales scientifiques de l’École Normale Supérieure 3^e série 72, 1955, pp. 93–110

Impossibilité de la synthèse spectrale sur les groupes abéliens non compacts, Publications Mathématiques de l’IHÉS 2, 1959, pp. 61–68

Calcul symbolique et sous-algèbres de L₁(G), Bulletin de la Société Mathématique de France 87, 1959, pp. 181–186, suite, pp. 187–190

with Lee A. Rubel: On small entire functions of exponential type with given zeros, Bulletin de la Société Mathématique de France 89, 1961, pp. 175–206

Spectre des fonctions moyenne-périodiques. Totalité d’une suite d’exponentielles sur un segment, Séminaire Lelong. Analyse 3 Exposé No. 11, 1961

Un théorème taubérien relié aux estimations de valeurs propres, Séminaire Jean Leray, 1962–1963, pp. 224–231

Malliavin, Paul (1972). Géométrie différentielle intrinsèque. Paris: Hermann. ISBN 978-2-7056-5696-6.

Géométrie riemannienne stochastique, Séminaire Jean Leray 2 Exposé No. 1, 1973–1974

Malliavin, Paul (1978). "Stochastic calculus of variations and hypoelliptic operators". Proceedings of the International Symposium on Stochastic Differential Equations (Res. Inst. Math. Sci., Kyoto Univ., Kyoto, 1976). New York: Wiley. pp. 195–263. MR536013

Geometrie differentielle stochastique, Presses de l’Universite de Montreal, 1978

with Hélène Airault, Leslie Kay, Gérard Letac: Integration and Probability, Springer, 1995

with H. Airault: Some heat operators on P(R^d), Annales mathématiques Blaise Pascal 3 no. 1, 1996, pp. 1–11

Stochastic Analysis, Springer, 1997

Malliavin, Paul; Thalmaier, Anton (2005). Stochastic Calculus of Variations in Mathematical Finance. Springer. ISBN 978-3-540-43431-3.

References

Paul Malliavin Wikipedia

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Contents

Domains of research

Selected publications

References