WorldCat Identities

Malliavin, Paul 1925-2010

Overview
Works: 74 works in 223 publications in 5 languages and 3,205 library holdings
Genres: Biography 
Roles: Author, Editor, Publishing director
Classifications: QA308, 510
Publication Timeline
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Most widely held works about Paul Malliavin
 
Most widely held works by Paul Malliavin
Integration and probability by Paul Malliavin( Book )

19 editions published between 1993 and 2014 in English and Italian and held by 453 WorldCat member libraries worldwide

This book is designed to be an introduction to analysis with the proper mix of abstract theories and concrete problems. It starts with general measure theory, treats Borel and Radon measures (with particular attention paid to Lebesgue measure) and introduces the reader to Fourier analysis in Euclidean spaces with a treatment of Sobolev spaces, distributions, and the Fourier analysis of such. It continues with a Hilbertian treatment of the basic laws of probability including Doob's martingale convergence theorem and finishes with Malliavin's "stochastic calculus of variations" developed in the context of Gaussian measure spaces. This invaluable contribution to the existing literature gives the reader a taste of the fact that analysis is not a collection of independent theories but can be treated as a whole
Stochastic analysis by Paul Malliavin( Book )

21 editions published between 1997 and 2003 in English and German and held by 423 WorldCat member libraries worldwide

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension
Géométrie différentielle intrinsèque by Paul Malliavin( Book )

18 editions published between 1972 and 1975 in 3 languages and held by 293 WorldCat member libraries worldwide

Stochastic calculus of variations in mathematical finance by Paul Malliavin( Book )

21 editions published between 2006 and 2010 in English and held by 284 WorldCat member libraries worldwide

This new book, demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. The last chapter gives an introduction to the same objects in the context of jump processes where incomplete markets appear
Géométrie différentielle stochastique by Paul Malliavin( Book )

14 editions published between 1978 and 1984 in 3 languages and held by 172 WorldCat member libraries worldwide

Intégration et probabilités : analyse de Fourier et analyse spectrale by Paul Malliavin( Book )

9 editions published in 1982 in French and held by 167 WorldCat member libraries worldwide

Selected papers of Alberto P. Calderón with commentary by Alberto P Calderón( Book )

9 editions published in 2008 in English and held by 109 WorldCat member libraries worldwide

Intégration et analyse de Fourier. Probabilités et analyse gaussienne by Paul Malliavin( Book )

8 editions published between 1993 and 1994 in French and held by 104 WorldCat member libraries worldwide

Selected papers by Peter D Lax( Book )

9 editions published between 1997 and 1998 in French and English and held by 88 WorldCat member libraries worldwide

La Vie et l'œuvre de Jacques Hadamard (1865-1963) by Paul Lévy( Book )

2 editions published in 1967 in English and held by 87 WorldCat member libraries worldwide

La statistique by Académie des sciences (France)( Book )

3 editions published in 2000 in French and held by 86 WorldCat member libraries worldwide

Exercises and solutions manual for Integration and probability by Paul Malliavin by Gérard Letac( Book )

5 editions published in 1995 in English and held by 30 WorldCat member libraries worldwide

This book presents the problems and worked-out solutions for all the exercises in the text by Malliavin. It will be of use not only to mathematics teachers, but also to students using the text for self-study
Fluid dynamics and real partial differential equations équations aux dérivées partielles réelles et mécanique des fluides by Jean Leray( Book )

1 edition published in 1998 in French and held by 22 WorldCat member libraries worldwide

Dialogues autour de la création mathématique( Book )

1 edition published in 1997 in French and held by 21 WorldCat member libraries worldwide

Sur quelques procedes d'extrapolation by Paul Malliavin( Book )

5 editions published in 1954 in French and held by 18 WorldCat member libraries worldwide

On the closedness of singular loci by Masayoshi Nagata( Book )

6 editions published in 1959 in English and French and held by 17 WorldCat member libraries worldwide

Topology and fixed point theorems Topologie et théorème du point fixe by Jean Leray( Book )

1 edition published in 1998 in French and held by 17 WorldCat member libraries worldwide

Stochastic calculus of variations in financial mathematics by Paul Malliavin( Book )

2 editions published between 2004 and 2006 in English and held by 16 WorldCat member libraries worldwide

Geometric stochastic calculus by Paul Malliavin( Book )

4 editions published in 2002 in English and held by 9 WorldCat member libraries worldwide

 
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Audience Level
0
Audience Level
1
  Kids General Special  
Audience level: 0.72 (from 0.42 for Stochastic ... to 0.94 for Geometric ...)

Alternative Names
Malliavin, P. 1925-

Malliavin, P. 1925-2010

Malliavin, P. (Paul), 1925-

Malliavin, P. (Paul), 1925-2010

Malliavin, Paul

Paul Malliavin fransk matematikar

Paul Malliavin fransk matematiker

Paul Malliavin französischer Mathematiker

Paul Malliavin French mathematician

Languages
English (88)

French (64)

Spanish (3)

German (1)

Italian (1)

Covers
Stochastic analysisStochastic calculus of variations in mathematical financeSelected papers of Alberto P. Calderón with commentaryExercises and solutions manual for Integration and probability by Paul MalliavinStochastic calculus of variations in financial mathematics