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词条 Paul Malliavin
释义

  1. Domains of research

  2. Selected publications

  3. References

  4. External links

{{Infobox scientist
| name = Paul Malliavin
| image = Paul Malliavin, Marie-Paule Malliavin.jpeg
| image_size =
| caption = Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
| birth_date = {{birth date|1925|09|10}}
| birth_place = Neuilly-sur-Seine
| death_date = {{death date and age|2010|06|3|1925|09|10}}
| death_place = Paris
| nationality = France
| fields = Mathematics
| workplaces = Pierre and Marie Curie University
| alma_mater = University of Paris
| doctoral_advisor = Szolem Mandelbrojt
| doctoral_students =
| known_for = Malliavin's absolute continuity lemma
Malliavin calculus
| awards =
}}Paul Malliavin ({{IPA-fr|maljavɛ̃|lang}}; September 10, 1925 – June 3, 2010) was a French mathematician. He was Professor Emeritus at the Pierre and Marie Curie University. He had been a member of the French 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
  • {{cite book

| last = Malliavin
| first = Paul
| title = Géométrie différentielle intrinsèque
| publisher = Hermann
| location = Paris
| year = 1972
| isbn = 978-2-7056-5696-6
}}
  • Géométrie riemannienne stochastique, Séminaire Jean Leray 2 Exposé No. 1, 1973–1974
  • {{cite book

| last = Malliavin
| first = Paul
| chapter = Stochastic calculus of variations and hypoelliptic operators
| title = Proceedings of the International Symposium on Stochastic Differential Equations (Res. Inst. Math. Sci., Kyoto Univ., Kyoto, 1976)
| pages= 195–263
| publisher = Wiley
| location = New York
| year = 1978

}} {{MathSciNet|id=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]
  • {{cite book|last = Malliavin|first = Paul|author2=Thalmaier, Anton|title = Stochastic Calculus of Variations in Mathematical Finance|publisher = Springer|year = 2005|isbn = 978-3-540-43431-3|url = https://books.google.com/books?id=VsmdN58iWAYC}}[3]

References

1. ^{{cite web |url=http://www.academie-sciences.fr/academie/membre/Malliavin_Paul.htm |title=In memoriam |date=June 3, 2010 |work=Academy of Sciences |language=French |accessdate=June 4, 2010 |deadurl=yes |archiveurl=https://web.archive.org/web/20120315164912/http://www.academie-sciences.fr/academie/membre/Malliavin_Paul.htm |archivedate=March 15, 2012 |df= }}
2. ^{{cite journal|author=Driver, Bruce K.|title=Review: Stochastic analysis, by Paul Malliavin|journal=Bull. Amer. Math. Soc. (N.S.)|year=1998|volume=35|issue=1|pages=99–104|url=http://www.ams.org/journals/bull/1998-35-01/S0273-0979-98-00739-3/S0273-0979-98-00739-3.pdf|doi=10.1090/s0273-0979-98-00739-3}}
3. ^{{cite journal|author=Nualart, David|authorlink=David Nualart|title=Review: Stochastic calculus of variations in mathematical finance, by Paul Malliavin and Anton Thalmaier|journal=Bull. Amer. Math. Soc. (N.S.)|year=2007|volume=44|issue=3|pages=487–492|url=http://www.ams.org/journals/bull/2007-44-03/S0273-0979-07-01146-9/S0273-0979-07-01146-9.pdf|doi=10.1090/s0273-0979-07-01146-9}}

External links

  • {{MathGenealogy|id = 33938}}
  • {{Citation | title=Remembering Paul Malliavin | url=http://www.ams.org/notices/201104/rtx110400568p.pdf | year=2011 | journal=Notices of the American Mathematical Society | volume=58 | issue=4 | pages=568–579}}
{{Authority control}}{{DEFAULTSORT:Malliavin, Paul}}{{France-mathematician-stub}}

7 : 1925 births|2010 deaths|20th-century French mathematicians|21st-century French mathematicians|Probability theorists|University of Paris alumni|Members of the French Academy of Sciences
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