Malliavin, Paul 19252010
Overview
Works:  57 works in 231 publications in 6 languages and 3,315 library holdings 

Genres:  Biography 
Roles:  Author, Editor, Publishing director 
Classifications:  QA308, 515.4 
Publication Timeline
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Most widely held works about
Paul Malliavin
 Malliavin calculus and stochastic analysis : a Festschrift in honor of David Nualart by Frederi Viens( Book )
Most widely held works by
Paul Malliavin
Integration and probability by
Paul Malliavin(
Book
)
19 editions published between 1993 and 2014 in 3 languages and held by 451 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
19 editions published between 1993 and 2014 in 3 languages and held by 451 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 439 WorldCat member libraries worldwide
This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: GrossStroock Sobolev space over a Gaussian probability space; quasisure 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
21 editions published between 1997 and 2003 in English and German and held by 439 WorldCat member libraries worldwide
This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: GrossStroock Sobolev space over a Gaussian probability space; quasisure 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
Stochastic calculus of variations in mathematical finance by
Paul Malliavin(
Book
)
26 editions published between 2004 and 2010 in English and held by 320 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
26 editions published between 2004 and 2010 in English and held by 320 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 intrinsèque by
Paul Malliavin(
Book
)
19 editions published between 1972 and 1975 in 3 languages and held by 307 WorldCat member libraries worldwide
19 editions published between 1972 and 1975 in 3 languages and held by 307 WorldCat member libraries worldwide
Intégration et probabilités : analyse de Fourier et analyse spectrale by
Paul Malliavin(
Book
)
17 editions published in 1982 in French and Undetermined and held by 190 WorldCat member libraries worldwide
17 editions published in 1982 in French and Undetermined and held by 190 WorldCat member libraries worldwide
Géométrie différentielle stochastique by
Paul Malliavin(
Book
)
15 editions published between 1978 and 1984 in 3 languages and held by 176 WorldCat member libraries worldwide
15 editions published between 1978 and 1984 in 3 languages and held by 176 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 115 WorldCat member libraries worldwide
9 editions published in 2008 in English and held by 115 WorldCat member libraries worldwide
Selected papers = Oeuvres scientifiques by
Peter D Lax(
Book
)
21 editions published between 1997 and 2014 in 3 languages and held by 104 WorldCat member libraries worldwide
A renowned mathematician who considers himself both applied and theoretical in his approach, the author has spent most of his professional career at NYU, making significant contributions to both mathematics and computing. He has written several published works and has received numerous honors
21 editions published between 1997 and 2014 in 3 languages and held by 104 WorldCat member libraries worldwide
A renowned mathematician who considers himself both applied and theoretical in his approach, the author has spent most of his professional career at NYU, making significant contributions to both mathematics and computing. He has written several published works and has received numerous honors
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 103 WorldCat member libraries worldwide
8 editions published between 1993 and 1994 in French and held by 103 WorldCat member libraries worldwide
La Vie et l'œuvre de Jacques Hadamard (18651963) by
Paul Lévy(
Book
)
4 editions published in 1967 in French and English and held by 96 WorldCat member libraries worldwide
4 editions published in 1967 in French and English and held by 96 WorldCat member libraries worldwide
La statistique by
Académie des sciences (France)(
Book
)
3 editions published in 2000 in French and held by 87 WorldCat member libraries worldwide
3 editions published in 2000 in French and held by 87 WorldCat member libraries worldwide
Several complex variables and holomorphic partial differential equations fonctions de plusieurs variables complexes et équations
aux dérivées partielles holomorphes by
Jean Leray(
Book
)
2 editions published in 1998 in French and held by 30 WorldCat member libraries worldwide
2 editions published in 1998 in French and held by 30 WorldCat member libraries worldwide
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 23 WorldCat member libraries worldwide
1 edition published in 1998 in French and held by 23 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
1 edition published in 1997 in French and held by 21 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 18 WorldCat member libraries worldwide
6 editions published in 1959 in English and French and held by 18 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 18 WorldCat member libraries worldwide
1 edition published in 1998 in French and held by 18 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
5 editions published in 1954 in French and held by 18 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
4 editions published in 2002 in English and held by 9 WorldCat member libraries worldwide
The collected works of Arne Beurling by
Arne Beurling(
Book
)
1 edition published in 1989 in English and held by 8 WorldCat member libraries worldwide
1 edition published in 1989 in English and held by 8 WorldCat member libraries worldwide
Algèbre linéaire et géométrie classique exercices by
Marie Paule Malliavin(
Book
)
1 edition published in 1981 in French and held by 6 WorldCat member libraries worldwide
1 edition published in 1981 in French and held by 6 WorldCat member libraries worldwide
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Audience Level
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Related Identities
 Thalmaier, Anton
 Letac, Gérard Author
 Leray, Jean 19061998 Author
 Kenig, Carlos E. 1953 Editor
 Bellow, A. (Alexandra) 1935 Editor
 Calderón, Alberto P. Author
 Airault, H.
 Mandelbrojt, Szolem 1899
 Malgrange, B. (Bernard)
 Lévy, Paul 18861971 Author
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Associated Subjects
Abelian groups Algebra Algebraic topology Algebras, Linear Calculus, Integral Calculus of variations Differentiable dynamical systems Differential equations, Partial Distribution (Probability theory) Finance FinanceMathematical models Fluid mechanics Fourier analysis France Functional equations Functions of several complex variables Geometry, Algebraic Geometry, Differential Global analysis (Mathematics) Group theory Hadamard, Jacques, Harmonic analysis Lax, Peter D Lie groups Malliavin calculus Mathematical analysis Mathematicians Mathematics MathematicsStudy and teaching Rings (Algebra) Spectral theory (Mathematics) Stochastic analysis Stochastic differential equations Stochastic processes Transformations (Mathematics) United States
Alternative Names
Malliavin, P. 1925
Malliavin, P. 19252010
Malliavin, P. (Paul), 1925
Malliavin, P. (Paul), 19252010
Malliavin, Paul
Paul Malliavin Frans wiskundige (19252010)
Paul Malliavin fransk matematikar
Paul Malliavin fransk matematiker
Paul Malliavin französischer Mathematiker
Paul Malliavin French mathematician
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