Paul Malliavin
Paul Malliavin | |
|---|---|
Paul Malliavin at the ICM 2006 in Madrid, with his wife Marie-Paule Malliavin | |
| Born | September 10, 1925 |
| Died | June 3, 2010 (aged 84) |
| Alma mater | University of Paris |
| Known for | Malliavin derivative Malliavin's absolute continuity lemma Malliavin calculus Probabilistic proof of Hörmander's theorem |
| Awards | Servant Prize (1972) Prix Gaston Julia Prize (1974) |
| Scientific career | |
| Fields | Mathematics |
| Institutions | Pierre and Marie Curie University |
| Doctoral advisor | Szolem 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.