Paul Malliavin

Paul Malliavin
Paul Malliavin at the ICM 2006 in Madrid, with his wife Marie-Paule Malliavin
Born(1925-09-10)September 10, 1925
DiedJune 3, 2010(2010-06-03) (aged 84)
NationalityFrench
Alma materUniversity of Paris
Known forMalliavin derivative
Malliavin's absolute continuity lemma
Malliavin calculus
Probabilistic proof of Hörmander's theorem
AwardsServant Prize (1972) Prix Gaston Julia Prize (1974)
Scientific career
FieldsMathematics
InstitutionsPierre and Marie Curie University
Doctoral advisorSzolem Mandelbrojt
Doctoral students

Paul Malliavin (French: [maljavɛ̃]; September 10, 1925 – June 3, 2010) was a French mathematician who made important contributions to harmonic analysis and stochastic analysis. He is known for the Malliavin calculus, an infinite dimensional calculus for functionals on the Wiener space and his probabilistic proof of Hörmander's theorem. He was Professor at the Pierre and Marie Curie University and a member of the French Academy of Sciences from 1979 to 2010.[1]

  1. ^ "In memoriam". Academy of Sciences (in French). June 3, 2010. Archived from the original on March 15, 2012. Retrieved June 4, 2010.

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