Paul Malliavin

Paul Malliavin

Paul Malliavin at the ICM 2006 in Madrid, with Marie-Paule Malliavin
Born (1925-09-10)September 10, 1925
Died June 3, 2010(2010-06-03) (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
Gérard Letac
Known for Malliavin's absolute continuity lemma
Malliavin calculus

Paul Malliavin (French: [maljavɛ̃]; 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

Selected publications


  1. "In memoriam". Academy of Sciences (in French). June 3, 2010. Retrieved June 4, 2010.
  2. Driver, Bruce K. (1998). "Review: Stochastic analysis, by Paul Malliavin" (PDF). Bull. Amer. Math. Soc. (N.S.). 35 (1): 99–104. doi:10.1090/s0273-0979-98-00739-3.
  3. Nualart, David (2007). "Review: Stochastic calculus of variations in mathematical finance, by Paul Malliavin and Anton Thalmaier" (PDF). Bull. Amer. Math. Soc. (N.S.). 44 (3): 487–492. doi:10.1090/s0273-0979-07-01146-9.

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