Malliavin, Paul
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Books
Articles (52)
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Mancino, Maria Elvira, Malliavin, Paul.
A Fourier transform method for nonparametric estimation of multivariate volatility.
The Annals of Statistics
2009.
37:1983-2010
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Barucci, Emilio, Malliavin, Paul, Mancino, Maria Elvira.
Harmonic analysis methods for nonparametric estimation of volatility: theory and applications.
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Cruzeiro, Ana Bela, Malliavin, Paul, Thalmaier, Anton.
Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation.
Comptes Rendus Mathématique
2004.
338:481-486
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Airault, Hélène, Malliavin, Paul, Ren, Jiagang.
Geometry of foliations on the Wiener space and stochastic calculus of variations.
Comptes Rendus Mathématique
2004.
339:637-642
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Malliavin, Paul, Airault, Hélène.
Backward Regularity for some Infinite Dimensional Hypoelliptic Semi-groups.
Advanced Studies in Pure Mathematics
2004.
2004:-
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Barucci, Emilio, Malliavin, Paul, Mancino, Maria Elvira, Renò, Roberto, Thalmaier, Anton.
The price-volatility feedback rate: An implementable mathematical indicator of market stability.
Mathematical Finance
2003.
13:17-35
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Malliavin, Paul, Thalmaier, Anton.
Numerical error for SDE: Asymptotic expansion and hyperdistributions.
Comptes Rendus Mathématique
2003.
336:851-856
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Malliavin, Paul, Mancino, Maria Elvira.
Instantaneous liquidity rate, its econometric measurement by volatility feedback.
Comptes Rendus Mathématique
2002.
334:505-508
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Airault, Helene, Airault, Hélène, Malliavin, Paul, Thalmaier, Anton.
Support of Virasoro unitarizing measures.
Comptes Rendus Mathématique
2002.
335:621-626
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Malliavin, Paul, Mancino, Maria Elvira.
Fourier series method for measurement of multivariate volatilities.
Finance and Stochastics
2002.
6:49-61
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Cruzeiro, Ana-Bela, Malliavin, Paul.
Stochastic calculus of variations and Harnack inequality on Riemannian path spaces.
Comptes Rendus Mathématique
2002.
335:817-820
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Malliavin, Paul.
Probability and Geometry.
Advanced Studies in Pure Mathematics
2001.
2001:-
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Cruzeiro, Ana-Bela, Malliavin, Paul.
A class of anticipative tangent processes on the Wiener space.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
2001.
333:353-358
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Cruzeiro, Ana-Bela, Malliavin, Paul.
Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry.
Journal of Functional Analysis
2000.
177:219-253
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Malliavin, Paul.
The canonic diffusion above the diffeomorphism group of the circle.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1999.
329:325-329
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Malliavin, Paul, Taniguchi, Setsuo.
Holomorphic extension of analytic functionals defined on a real Wiener space, Cauchy formula, stationary phase.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1996.
322:261-265
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De Concini, Corrado, Malliavin, Marie-Paule, Malliavin, Paul.
Invariant integration associated to a $\#$-ring of unitary representations.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1996.
323:1265-1270
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Lescot, Paul, Malliavin, Paul.
A pseudo-differential symbolic calculus for fractional derivatives on the Wiener space.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1996.
322:475-479
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Stroock, Daniel W., Malliavin, Paul.
Short time behavior of the heat kernel and its logarithmic
derivatives.
Journal of Differential Geometry
1996.
44:550-570
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Cruzeiro, Ana-Bela, Malliavin, Paul.
Renormalized differential geometry on path space: Structural equation, curvature.
Journal of Functional Analysis
1996.
139:119-181
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Airault, Helene, Malliavin, Paul.
Integration by parts formulas and dilatation vector fields on elliptic probability spaces.
Probability Theory and Related Fields
1996.
106:447-494
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Cruzeiro, Ana-Bela, Malliavin, Paul.
Curvatures of the probability space associated to a Riemmannian Brownian motion.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1995.
320:603-607
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Da Prato, Giuseppe, Fuhrman, Marco, Malliavin, Paul.
Asymptotic ergodicity for the Zakai filtering equation.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1995.
321:613-616
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Cruzeiro, Ana-Bela, Malliavin, Paul.
Moving frame and riemannian geometry on path spaces.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1994.
319:859-864
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Malliavin, Paul.
Estimation of a Lorentzian signal.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1994.
319:991-997
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Malliavin, Paul.
On the norm of a gaussian circulant matrices.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1994.
319:745-749
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Fang, Shizan, Malliavin, Paul.
Stochastic analysis on the path space of a Riemannian manifold. I. Markovian stochastic calculus.
Journal of Functional Analysis
1993.
118:249-274
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Malliavin, Paul, Nualart, David.
Quasi sure analysis and Stratonovich anticipative stochastic differential equations.
Probability Theory and Related Fields
1993.
96:45-55
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Malliavin, Paul.
Universal Wiener space.
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Malliavin, Paul, Nualart, David.
Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space.
Journal of Functional Analysis
1993.
111:287-317
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Malliavin, Paul, Nualart, David.
Quasi-sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space.
Journal of Functional Analysis
1993.
112:287-317
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Malliavin, Marie-Paule, Malliavin, Paul.
Integration on loop group. III. Asymptotic Peter-Weyl orthogonality.
Journal of Functional Analysis
1992.
108:13-46
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Da Prato, Giuseppe, Malliavin, Paul, Nualart, David.
Compact families of Wiener functionals.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1992.
315:1287-1291
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Malliavin, Marie-Paule, Malliavin, Paul.
Integration on loop groups. I. Quasi invariant measures.
Journal of Functional Analysis
1990.
93:207-237
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Malliavin, Marie-Paule, Malliavin, Paul.
Quasi-invariant measures on some groups of infinite dimension.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1990.
311:765-768
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Katznelson, Yitzhak, Malliavin, Paul.
A counterexample to the Sard's theorem in infinite dimension.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1988.
306:37-41
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Malliavin, Paul.
Real analyticity of conditional laws of additive functionals.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1986.
302:73-78
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Malliavin, Paul.
Minoration of the ground state for the Schrödinger operator of a magnetic field.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1986.
302:481-486
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Malliavin, Paul.
Estimate of the radius of transverse analyticity by the stochastic calculus of variation.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1986.
302:359-362
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Malliavin, Paul.
Oscillatory stochastic integrals and a positive Feynman-Kac formula.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1985.
300:141-143
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Malliavin, Paul.
Calculus of variations, stochastic integrals and the de Rham's complex on the Wiener space.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1984.
299:347-350
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Malliavin, Paul.
Implicit functions in finite corank on the Wiener space.
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Malliavin, Paul.
Stochastic calculus of variation on the heat semi-group.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1982.
295:167-172
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Malliavin, Paul.
On some stochastic oscillatory integrals.
Comptes Rendus de l'Académie des Sciences, Série I: Mathématique
1982.
295:295-300
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Malliavin, Paul.
On the multiplier theorem for Fourier transforms of measures with compact support.
Arkiv för Matematik
1979.
17:69-81
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Malliavin, Paul.
About a stochastic solution of mixed boundary value problems in halfspace (French).
Comptes Rendus de l'Académie des Sciences: Série A: Sciences Mathématiques
1976.
283:515-518
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Malliavin, Paul.
Elliptic estimates and diffusions in Riemannian geometry and complex analysis.
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Malliavin, Paul.
Formulas for the mean, perturbation calculations and cancellation theorems for harmonic forms.
Journal of Functional Analysis
1974.
17:274-291
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Malliavin, Paul, Beurling, Arne.
On the closure of characters and the zeros of entire functions.
Acta Mathematica
1967.
1967:-
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Malliavin, Paul.
Sur le reste de la loi asymptotique de répartition des nombres premiers généralisés de beurling.
Acta Mathematica
1961.
106:281-298
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Malliavin, Paul.
Sur la croissance radiale d'une fonction méromorphe.
Illinois Journal of Mathematics
1957.
1957-06:-
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Malliavin, Paul.
Sur quelques procédés d'extrapolation.
Acta Mathematica
1955.
1955:-