Paul Malliavin
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French mathematician
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Paul Malliavinmathematics Degrees
Mathematics
#1108
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#1879
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Measure Theory
#1107
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#1421
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Mathematics
Paul Malliavin's Degrees
- PhD Mathematics Université Paris Cité
Why Is Paul Malliavin Influential?
(Suggest an Edit or Addition)According to Wikipedia, Paul Malliavin 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.
Paul Malliavin's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Infinite dimensional analysis (1993) (1110)
- Stochastic Analysis (1997) (741)
- Stochastic calculus of variation and hypoelliptic operators (1978) (663)
- Fourier series method for measurement of multivariate volatilities (2002) (257)
- Valeurs principales associées aux temps locaux browniens (1987) (209)
- Stochastic Calculus of Variations in Mathematical Finance (2005) (208)
- Integration and Probability (1995) (200)
- On fourier transforms of measures with compact support (1962) (180)
- On the closure of characters and the zeros of entire functions (1967) (180)
- A Fourier transform method for nonparametric estimation of multivariate volatility (2009) (128)
- Renormalized Differential Geometry on Path Space: Structural Equation, Curvature (1996) (106)
- Stochastic Analysis on the Path Space of a Riemannian Manifold: I. Markovian Stochastic Calculus (1993) (104)
- The canonic diffusion above the diffeomorphism group of the circle (1999) (101)
- Formules de la moyenne, calcul de perturbations et théorèmes d'annulation pour les formes harmoniques (1974) (101)
- Géométrie différentielle stochastique (1978) (90)
- Hall’s transform and the Segal-Bargmann map (1996) (89)
- Integration on loop groups. I. Quasi invariant measures (1990) (89)
- Compact families of Wiener functionals (1992) (83)
- Short time behavior of the heat kernel and its logarithmic derivatives (1996) (75)
- Implicit Functions in Finite Corank on the Wiener Space (1984) (71)
- Unitarizing probability measures for representations of Virasoro algebra (2001) (58)
- Hypoellipticity in Infinite Dimensions (1990) (48)
- Impossibilité de la synthèse spectrale sur les groupes abéliens non compacts (1959) (44)
- Factorisations et lois limites de la diffusion horizontale au-dessus d'un espace riemannien symetrique (1974) (43)
- Sur quelques procédés d'extrapolation (1955) (41)
- Analytic Functions, Cauchy Formula, and Stationary Phase on a Real Abstract Wiener Space (1997) (37)
- Integration on loop groups. II : heat equation for the Wiener measure (1992) (37)
- Quasi Sure Analysis of Stochastic Flows and Banach Space Valued Smooth Functionals on the Wiener Space (1993) (36)
- Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation (2007) (34)
- Poisson formula and compound diffusion associated to an overdetermined elliptic system on the siegel halfplane of rank two (1975) (34)
- Integration on loop group. III : Asymptotic Peter-Weyl orthogonality (1992) (33)
- Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry (2006) (32)
- Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows (2004) (29)
- Asymptotic of the Green's Function of a Riemannian Manifold and Ito's Stochastic Integrals. (1974) (28)
- Geometrization of Monte-Carlo numerical analysis of an elliptic operator: strong approximation (2004) (26)
- Sur le reste de la loi asymptotique de répartition des nombres premiers généralisés de beurling (1961) (24)
- Non perturbative construction of invariant measure through confinement by curvature (1998) (24)
- The Price‐Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (2003) (23)
- Intégration et probabilités ; Analyse de Fourier et analyse spectrale (1982) (23)
- Integration by parts formulas and dilatation vector fields on elliptic probability spaces (1996) (21)
- Quasi sure analysis and Stratonovich anticipative stochastic differential equations (1993) (20)
- Support of Virasoro unitarizing measures (2002) (18)
- Minoration de l'état fondamental de l'équation de Schrödinger du magnétisme et calcul des variations stochastiques (1986) (18)
- Frame Bundle of Riemannian Path Space and Ricci Tensor in Adapted Differential Geometry (2000) (17)
- Numerical error for SDE: Asymptotic expansion and hyperdistributions (2003) (17)
- On the multiplier theorem for Fourier transforms of measures with compact support (1979) (17)
- A non-parametric calibration of the HJM geometry: an application of Itô calculus to financial statistics (2007) (17)
- Calcul symbolique et sous-algèbres de $L_1(G)$ (1959) (16)
- Invariant or quasi-invariant probability measures for infinite dimensional groups (2008) (16)
- Density minoration of a strongly non-degenerated random variable (2009) (14)
- Sur la représentation intégrale des fonctions harmoniques et des fonctions propres positives dans un espace riémannien symétrique (1982) (13)
- Sur la croissance radiale d'une fonction méromorphe (1957) (13)
- Stokes formula on the Wiener space and n-dimensional Nourdin–Peccati analysis (2010) (13)
- Regularized Brownian Motion on the Siegel Disk of Infinite Dimension (2000) (13)
- Solutions de viscosité non bornées des équations de Hamilton-Jacobi du premier ordre (1984) (13)
- Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor (2008) (13)
- Equilibre et exposants de Lyapounov de certains flots browniens (1984) (12)
- Asymptotic ergodicity for the Zakai filtering equation. (1995) (12)
- Smoothness of stopping timesof diffusion processes (1999) (12)
- Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric (2010) (11)
- Selected Papers of Alberto P. Calderon with Commentary (2008) (11)
- Naturality of Quasi-Invariance of Some Measures (1991) (10)
- Integrales stochastiques oscillantes et une formule de Feynman-Kac positive (1985) (10)
- Instantaneous liquidity rate, its econometric measurement by volatility feedback (2002) (10)
- Chaînes de Markov et inégalités isopérimétriques (1984) (9)
- Un théorème de non-existence de filtre de dimension finie (1983) (9)
- Une extension du calcul d'Itô via le calcul des variations stochastiques (1985) (9)
- La réciprocité des familles exponentielles naturelles sur R (1986) (9)
- An Infinitesimally Quasi Invariant Measure on the Group of Diffeomorphisms of the Circle (1991) (9)
- A class of anticipative tangent processes on the Wiener space (2001) (9)
- Polynômes harmoniques et problème de Dirichlet de la boule du groupe de Heisenberg en présence de symétrie radiale (1984) (8)
- SUR LA NORME D'UNE MATRICE CIRCULANTE GAUSSIENNE (1994) (8)
- Universal Wiener Space (1993) (7)
- Stochastic Calculus of Variations on complex line bundle and construction of unitarizing measures for the Poincaré disk (2009) (7)
- Estimations capacitaires sur l'espace de Wiener. I (1986) (6)
- Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold (1998) (6)
- l'Approximation Polynomiale Ponderee sur un Espace Localement Compact (1959) (6)
- Fonctionnelles oscillantes stochastiques et hypoellipticité (1985) (6)
- Analycité réelle des lois conditionnelles de fonctionnelles additives (1986) (5)
- Solutions de viscosité pour les équations de Hamilton-Jacobi dans des espaces de Banach (1985) (5)
- MESURES QUASI INVARIANTES SUR CERTAINS GROUPES DE DIMENSION INFINIE (1990) (5)
- Invariant or quasi-invariant probability measures for infinite dimensional groups (2008) (5)
- Stochastic calculus of variations and Harnack inequality on Riemannian path spaces (2002) (5)
- Exercises and Solutions Manual for Integration and Probability: By Paul Malliavin (1995) (4)
- Stochastic Differential Equations and Cylindrical Vector Valued Martingales (1986) (4)
- ENTIRE FUNCTIONS OF ORDER ≤ 1 , WITH BOUNDS ON BOTH AXES (2008) (4)
- Extension holomorphe des fonctionnelles analytiques définies sur un espace de Wiener réel, formule de Cauchy, phase stationnaire (1996) (4)
- Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori (2008) (4)
- Équation de la chaleur associée à une fonction plurisousharmonique d'exhaustion et comportement frontière (1975) (4)
- Comparaison des solutions d'équations paraboliques et elliptiques par symétrisation. Une méthode nouvelle (1986) (4)
- Diagonalisation du système de de Rham-Hodge au dessus d’un espace Riemannien homogène (1975) (4)
- Smooth σ-Fields (1991) (4)
- Courbures de l'espace de probabilités d'un mouvement brownien riemannien (1995) (4)
- Intégration et analyse de Fourier ; Probabilités et analyse gaussienne (1994) (4)
- Harmonic analysis methods for nonparametric estimation of volatility: theory and applications. (2006) (4)
- Semicompactness and spectral analysis of N-body hamiltonians (1988) (3)
- Numerical approximation of diffusions in Rd using normal charts of a Riemannian manifold (2006) (3)
- Gaussian Sobolev Spaces and Stochastic Calculus of Variations (1995) (3)
- Image des points critiques d'une application reguliere (1988) (3)
- A pseudo-differential symbolic calculus for fractional derivatives on the Wiener space (1996) (3)
- Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras (2007) (3)
- Non-existence of infinitesimally invariant measures on loop groups (2008) (3)
- Heat Measures and Unitarizing Measures for Berezinian Representations on the Space of Univalent Functions in the Unit Disk (2005) (3)
- Loi stationnaire et loi des fluctuations pour le processus autorégressif général d'ordre un (1987) (3)
- Analyse Harmonique Dans Quelques Algèbres Homogènes (1967) (3)
- Diffusions Et Geometrie Differentielle Globale (2010) (3)
- Séminaire Bourbaki vol. 1976/77 Exposés 489–506 (1978) (3)
- Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion (2009) (2)
- Estimation du rayon d'analycité transverse et calcul des variations (1986) (2)
- Ground state estimations in gauge theory (2001) (2)
- Backward Regularity for some Infinite Dimensional Hypoelliptic Semi-groups (2004) (2)
- Noyaux de la chaleur de certaines équations aux dérivées partielles à singularité régulière et applications à certains espaces symétriques (1987) (2)
- Equations d'évolution, semi-groupe en espace-temps et perturbations (1985) (2)
- Calcul symbolique sur l'algèbre de wiener centrale de su(3) (1972) (2)
- Sur l'équivalence de deux problèmes de la théorie constructive des fonctions (1958) (2)
- Selected papers : œuvres scientifiques (1998) (2)
- Geometry of foliations on the Wiener space and stochastic calculus of variations (2004) (2)
- INVARIANT MEASURES FOR ORNSTEIN-UHLENBECK OPERATORS (2007) (2)
- Several complex variables and holomorphic partial differential equations = Fonctions de plusieurs variables complexes et équations aux dérivées partielles holomorphes (1998) (2)
- Functorial Analysis in Geometric Probability Theory (2001) (2)
- Diffusions sur l'espace de Wiener (1986) (2)
- La quasi-analyticité généralisée sur un intervalle borné (1955) (1)
- Riemannian Geometry on the Path Space (2002) (1)
- Hilbert Space Methods and Limit Theorems in Probability Theory (1995) (1)
- Corrigendum to "Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor" (J. Funct. Anal. 254 (7) (2008) 1903-1925) (2009) (1)
- Scientific Foundations - Application du Calcul de Malliavin à la finance (2002) (1)
- Stochastic parallel transport on the d-dimensional Torus (2007) (1)
- Intégrales oscillantes stochastiques et front d'onde des solutions d'équations semi-elliptiques (1985) (1)
- Approximation Polynomiale Pondérée et Produits Canoniques (1979) (1)
- Topology and fixed point theorems = Topologie et théorème du point fixe (1998) (1)
- APPLICATIONS AND FOUNDATIONS OF QUASI SURE ANALYSIS (1995) (1)
- Measurable Spaces and Integrable Functions (1995) (1)
- Elliptic estimates and diffusions in Riemannian geometry and complex analysis (1975) (1)
- Mesures plurisousharmoniques et mesures de Wiener (1993) (1)
- Gaussian Probability Spaces (1997) (1)
- Calcul symbolique et sous-algèbres de $L_1(G)$ (suite) (1959) (1)
- Probability and Geometry (2001) (1)
- Travaux de H. Skoda sur la classe de Nevanlinna (1978) (1)
- Sur l'ergodicité et la stabilité d'une chaîne à accroissements indépendants exponentiels (1984) (1)
- Géométrie riemannienne stochastique (1974) (1)
- Equation de Kolmogorov sur un domaine variable (1985) (0)
- Remembering Paul Malliavin Daniel W . Stroock and (2011) (0)
- Exact Computation of Spectral Densities for a Langevin Dynamic Modelling the Relaxation of a Protein Near Its Equilibrium (2003) (0)
- Image of critical points in a regular application (French) (1988) (0)
- Intégration invariante associée à un #-anneau de représentations unitaires (1996) (0)
- Some Topics on Approximation by Sums of Exponentials (1964) (0)
- Elliptic Estimates Through Stochastic Analysis (1997) (0)
- From Ordinary Differential Equations to Stochastic Flow: The Transfer Principle (1997) (0)
- Multidimensional linear stochastic differential equations in the skorohod sense (1997) (0)
- Geometric stochastic calculus (2002) (0)
- Invariance properties of a class of Gaussian diffusion processes by integral transforms (1986) (0)
- Preface to the special issue on Stochastic Analysis (2009) (0)
- Path Spaces and Their Tangent Spaces (1997) (0)
- C∞ parametrix on lie groups and two steps factorization on convolution algebras (1980) (0)
- Stochastic Analysis on Wiener Spaces (1997) (0)
- Symétrie pour les ds2 partout statique (1985) (0)
- Calcul symbolique dans quelques algèbres de Banach (1960) (0)
- On hypoelliptic bridge* (2016) (0)
- Une caractérisation élémentaire des solutions positives de l'équation de Helmholtz Δf=f (1985) (0)
- Complex harmonic analysis in the aftermath of Paley-Wiener (1997) (0)
- Preface to the tenth Takagi Lectures (2012) (0)
- Foundations of Quasi-Sure Analysis: Hierarchy of Capacities and Precise Gaussian Probability Spaces (1997) (0)
- Differential Geometry on a Precise Gaussian Probability Space (1997) (0)
- Demi-groupes stochastiques de Hilbert-Schmidt et équations différentielles linéaires stochastiques (1983) (0)
- Some heat operators on $\mathbb{P}(\mathbb{R}^d)$ (1996) (0)
- Fonctions de type exponentiel minimum ayant des zéros donnés (1959) (0)
- Fluid dynamics and real partial differential equations = Équations aux dérivées partielles réelles et mécanique des fluides (1998) (0)
- Some heat operators on P(Rd) (1996) (0)
- Heat equation associated with a plurisubharmonic exhaustion function and boundary behavior (1975) (0)
- Spectre des fonctions moyenne-périodiques. Totalité d'une suite d'exponentielles sur un segment (1961) (0)
- White Noise Stochastic Integrals as Divergences (1997) (0)
- Smoothness of the functional law generated by a nonlinear SPDE (2008) (0)
- Gross-Stroock Sobolev Spaces over a Gaussian Probability Space (1997) (0)
- Smoothness of Laws (1997) (0)
- Borel Measures and Radon Measures (1995) (0)
- Sur la méthode du maximum de vraisemblance dans le cas des observations dépendantes (1987) (0)
- On the possibility of defining the Chapman–Kolmogorov semi-group on L∞ (1979) (0)
- Vitesse de convergence presque sûre d'un estimateur du mode (1986) (0)
- Itô’s Theory of Stochastic Integration (1997) (0)
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