Paul Malliavin

Paul Malliavin (French: [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.[1]

Paul Malliavin
Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
Born(1925-09-10)September 10, 1925
Neuilly-sur-Seine
DiedJune 3, 2010(2010-06-03) (aged 84)
Paris
NationalityFrance
Alma materUniversity of Paris
Known forMalliavin's absolute continuity lemma
Malliavin calculus
Scientific career
FieldsMathematics
InstitutionsPierre and Marie Curie University
Doctoral advisorSzolem Mandelbrojt

Domains of research

Selected publications
  • La quasi-analyticité généralisée sur un intervalle borné, Annales scientifiques de l’École Normale Supérieure 3e 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(Rd), Annales mathématiques Blaise Pascal 3 no. 1, 1996, pp. 1–11
  • Stochastic Analysis, Springer, 1997[2]
  • Malliavin, Paul; Thalmaier, Anton (2005). Stochastic Calculus of Variations in Mathematical Finance. Springer. ISBN 978-3-540-43431-3.[3]
gollark: You pig.
gollark: Did you just assume a platform with a *mouse*?
gollark: The lack of recipe dumps is especially annoying given my autocrafting system, which mostly just needs a recipes list to work.
gollark: That's loosely defined.
gollark: Did the situation with the end island get worked out?

References
  1. "In memoriam". Academy of Sciences (in French). June 3, 2010. Archived from the original on March 15, 2012. Retrieved June 4, 2010.
  2. Driver, Bruce K. (1998). "Review: Stochastic analysis, by Paul Malliavin" (PDF). Bull. Amer. Math. Soc. (N.S.). 35 (1): 99–104. doi:10.1090/s0273-0979-98-00739-3.
  3. Nualart, David (2007). "Review: Stochastic calculus of variations in mathematical finance, by Paul Malliavin and Anton Thalmaier" (PDF). Bull. Amer. Math. Soc. (N.S.). 44 (3): 487–492. doi:10.1090/s0273-0979-07-01146-9.


This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.