Paul Malliavin

Paul Malliavin
Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
Born	September 10, 1925 Neuilly-sur-Seine
Died	June 3, 2010 (aged 84) Paris
Nationality	France
Fields	Mathematics
Institutions	Pierre and Marie Curie University
Alma mater	University of Paris
Doctoral advisor	Szolem Mandelbrojt
Doctoral students	Maria Emilia Caballero Gérard Letac
Known for	Malliavin's absolute continuity lemma Malliavin calculus

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 was a member of the Academy of Sciences since 1979.^[1]

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. MR 536013
• 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^[2]
• Malliavin, Paul; Thalmaier, Anton (2005). Stochastic Calculus of Variations in Mathematical Finance. Springer. ISBN 978-3-540-43431-3.^[3]

References

1. "In memoriam". Academy of Sciences (in French). June 3, 2010. 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.

External links

• Paul Malliavin at the Mathematics Genealogy Project
• "Remembering Paul Malliavin" (PDF), Notices of the American Mathematical Society, 58 (4): 568–579, 2011