Paul Malliavin

From Wikipedia, the free encyclopedia

Paul Malliavin, Ph.D (born September 10, 1925) is a French mathematician. He is Professor Emeritus at the University of Paris VI: Pierre et Marie Curie.

His fields of research are :

• Probability calculus
• Stochastic variations calculus
• Harmonic analysis
• Approximation theory

[edit] Selected publications

• Malliavin, Paul; Thalmaier, Anton (2005). Stochastic Calculus of Variations in Mathematical Finance. Springer. ISBN 978-3540434313. 
• 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, 195--263.  MR536013

[edit] See also

• Malliavin's absolute continuity lemma

[edit] External links

• Paul Malliavin at the Mathematics Genealogy Project