Integration and probability, Stochastic Calculus of Variation, 随机分析, Geometrie Differentielle Stochastique
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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.
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(Rd), 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.