Paul Malliavin

Paul Malliavin
Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
Born	September 10, 1925(1925-09-10) Neuilly-sur-Seine
Died	June 3, 2010(2010-06-03) (aged 84) 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 (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

1. ^ "In memoriam" (in French). Academy of Sciences. June 3, 2010. http://www.academie-sciences.fr/academie/membre/Malliavin_Paul.htm. Retrieved June 4, 2010. 

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 

Persondata
Name	Malliavin, Paul
Alternative names
Short description
Date of birth	September 10, 1925
Place of birth	Neuilly-sur-Seine
Date of death	June 3, 2010
Place of death	Paris