Paul Malliavin
Paul Georges Malliavin (born September 11, 1925 in Neuilly-sur-Seine , † June 3, 2010 in Paris ) was a French mathematician.
Malliavin received his doctorate in 1954 under Szolem Mandelbrojt at the University of Paris ( Sur quelques procédés d'extrapolation ). Since 1973 he has been a professor at the University of Pierre and Marie Curie .
Malliavin became famous for solving an important problem of harmonic analysis ( Impossibilité de la synthèse spectrale sur les groupes abéliens non compacts , 1959). The Malliavin calculus he founded from stochastic analysis has been increasingly used in financial mathematics since the 1990s and 2000s. Malliavin originally introduced it in 1978 to study the regularity of stochastic differential equations. With it, a stochastic differentiation could be introduced (the previously developed Ito calculus dealt with stochastic integrals ). He was also one of the founders of stochastic differential geometry, the theory of Brownian motion on Riemann manifolds (withJames Eells , Itō Kiyoshi , Paul-André Meyer ).
Malliavin was invited speaker at the International Congress of Mathematicians (ICM) in Stockholm in 1962 (Ensembles de resolution spectrale) and in Warsaw in 1983 (Analyze differential sur l'espace de Wiener). He was a member of the Académie des Sciences and the American Academy of Arts and Sciences .
His wife Marie-Paule Brameret was also a mathematician. She received her PhD in 1965 and was a professor at the University of Paris VI.
Fonts
- La quasi-analyticité généralisée sur un intervalle borné , Annales scientifiques de l'École Normale Supérieure 3 e série 72, 1955, pp. 93–110
- Impossibility de la synthèse spectrale sur les groupes abéliens non compacts , Publications Mathématiques de l'IHÉS 2, 1959, pp. 61-68
- Calcul symbolique et sous-algèbres de L 1 (G) , Bulletin de la Société Mathématique de France 87, 1959, pp. 181-186, suite , pp. 187-190
- with Lee A. Rubel: On small entire functions of exponential type with given zeros , Bulletin de la Société Mathématique de France 89, 1961, pp. 175-206
- Specter des fonctions moyenne-périodiques. Totalité d'une suite d'exponentielles sur un segment , Séminaire Lelong. Analysis 3 Exposé No. 11, 1961
- Un théorème taubérien relié aux estimations de valeurs propres , Séminaire Jean Leray, 1962–1963, pp. 224–231
- Géométrie riemannienne stochastique , Séminaire Jean Leray 2 Exposé No. 1, 1973-1974
- Stochastic calculus of variations and hypoelliptic operators , in Kiyoshi Itō (Ed.): Proceedings International Symposium on stochastic differential equations Kyoto 1976, Wiley, New York 1978, pp. 195-263
- Geometry differential stochastique , Presses de l'Universite de Montreal, 1978
- with Hélène Airault, Leslie Kay, Gérard Letac: Integration and Probability , Springer, 1995
- with H. Airault: Some heat operators on P (R d ) , Annales mathématiques Blaise Pascal 3 no. 1, 1996, pp. 1-11
- Stochastic Analysis , Springer, 1997
- with Anton Thalmaier: Stochastic calculus of variations in mathematical finance , Springer, 2005
Individual evidence
- ↑ for example Denis Bell: Malliavin Calculus , Dover, 2007
- ^ Yvette Kosmann-Schwarzbach: Women mathematicians in France in the mid-twentieth century (Arxiv 2015)
Web links
- Literature by and about Paul Malliavin in the catalog of the German National Library
- Paul Malliavin ( Memento of December 8, 2008 in the Internet Archive ) - biographical information from the Académie des sciences
- Stroock, Yor, Kahane, Gundy, Gross, Vergne Remembering Paul Malliavin , Notices AMS, April 2011
| personal data | |
|---|---|
| SURNAME | Malliavin, Paul |
| ALTERNATIVE NAMES | Malliavin, Paul Georges (full name) |
| BRIEF DESCRIPTION | French mathematician |
| DATE OF BIRTH | September 11, 1925 |
| PLACE OF BIRTH | Neuilly-sur-Seine |
| DATE OF DEATH | June 3, 2010 |
| Place of death | Paris |