Paul Malliavin

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.^[1]

Domains of research

• probability theory, where he introduced the Malliavin calculus
• harmonic analysis
• approximation theory

Selected publications

• 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

References

External links

• Paul Malliavin at the Mathematics Genealogy Project.
• "Remembering Paul Malliavin", Notices of the American Mathematical Society 58 (4): 568–579, 2011, http://www.ams.org/notices/201104/rtx110400568p.pdf