- Paul Malliavin
Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
Born September 10, 1925
Died June 3, 2010(aged 84)
Nationality France Fields Mathematics Institutions Pierre and Marie Curie University Alma mater University of Paris Doctoral advisor Szolem Mandelbrojt Doctoral students Maria Emilia Caballero
Known for Malliavin's absolute continuity lemma
Paul Malliavin (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.
Domains of research
- probability theory, where he introduced the Malliavin calculus
- harmonic analysis
- approximation theory
- Malliavin, Paul; Thalmaier, Anton (2005). Stochastic Calculus of Variations in Mathematical Finance. Springer. ISBN 978-3540434313. http://books.google.com/books?id=VsmdN58iWAYC.
- 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
- ^ "In memoriam" (in French). Academy of Sciences. June 3, 2010. http://www.academie-sciences.fr/academie/membre/Malliavin_Paul.htm. Retrieved June 4, 2010.
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