Paul Malliavin
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| Paul Malliavin | |
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| File:Paul Malliavin, Marie-Paule Malliavin.jpeg
Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
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| Born | September 10, 1925 Neuilly-sur-Seine |
| Died | Script error: The function "death_date_and_age" does not exist. 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 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
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- Géométrie riemannienne stochastique, Séminaire Jean Leray 2 Exposé No. 1, 1973–1974
- Lua error in package.lua at line 80: module 'strict' not found. 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(Rd), Annales mathématiques Blaise Pascal 3 no. 1, 1996, pp. 1–11
- Stochastic Analysis, Springer, 1997[2]
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References
External links
- Paul Malliavin at the Mathematics Genealogy Project
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