Malliavin, Paul

(as bibtex)

Elsewhere: [math people] [google] [google scholar]

Books

• Stochastic analysis (1997)
  Malliavin, Paul
• Integration and probability (1995)
  Letac, Gerard, Malliavin, Paul, Letac, Gérard

Articles (52)

• Mancino, Maria Elvira, Malliavin, Paul. A Fourier transform method for nonparametric estimation of multivariate volatility. The Annals of Statistics 2009. 37:1983-2010
• Barucci, Emilio, Malliavin, Paul, Mancino, Maria Elvira. Harmonic analysis methods for nonparametric estimation of volatility: theory and applications.
• 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
• 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
• Malliavin, Paul, Airault, Hélène. Backward Regularity for some Infinite Dimensional Hypoelliptic Semi-groups. Advanced Studies in Pure Mathematics 2004. 2004:-
• 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
• Malliavin, Paul, Thalmaier, Anton. Numerical error for SDE: Asymptotic expansion and hyperdistributions. Comptes Rendus Mathématique 2003. 336:851-856
• Malliavin, Paul, Mancino, Maria Elvira. Instantaneous liquidity rate, its econometric measurement by volatility feedback. Comptes Rendus Mathématique 2002. 334:505-508
• Airault, Helene, Airault, Hélène, Malliavin, Paul, Thalmaier, Anton. Support of Virasoro unitarizing measures. Comptes Rendus Mathématique 2002. 335:621-626
• Malliavin, Paul, Mancino, Maria Elvira. Fourier series method for measurement of multivariate volatilities. Finance and Stochastics 2002. 6:49-61
• Cruzeiro, Ana-Bela, Malliavin, Paul. Stochastic calculus of variations and Harnack inequality on Riemannian path spaces. Comptes Rendus Mathématique 2002. 335:817-820
• Malliavin, Paul. Probability and Geometry. Advanced Studies in Pure Mathematics 2001. 2001:-
• 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
• 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
• 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
• 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
• 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
• 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
• Stroock, Daniel W., Malliavin, Paul. Short time behavior of the heat kernel and its logarithmic derivatives. Journal of Differential Geometry 1996. 44:550-570
• Cruzeiro, Ana-Bela, Malliavin, Paul. Renormalized differential geometry on path space: Structural equation, curvature. Journal of Functional Analysis 1996. 139:119-181
• 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
• 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
• 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
• 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
• Malliavin, Paul. Estimation of a Lorentzian signal. Comptes Rendus de l'Académie des Sciences, Série I: Mathématique 1994. 319:991-997
• Malliavin, Paul. On the norm of a gaussian circulant matrices. Comptes Rendus de l'Académie des Sciences, Série I: Mathématique 1994. 319:745-749
• 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
• Malliavin, Paul, Nualart, David. Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Probability Theory and Related Fields 1993. 96:45-55
• Malliavin, Paul. Universal Wiener space.
• 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
• 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
• Malliavin, Marie-Paule, Malliavin, Paul. Integration on loop group. III. Asymptotic Peter-Weyl orthogonality. Journal of Functional Analysis 1992. 108:13-46
• 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
• Malliavin, Marie-Paule, Malliavin, Paul. Integration on loop groups. I. Quasi invariant measures. Journal of Functional Analysis 1990. 93:207-237
• 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
• 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
• Malliavin, Paul. Real analyticity of conditional laws of additive functionals. Comptes Rendus de l'Académie des Sciences, Série I: Mathématique 1986. 302:73-78
• 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
• 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
• 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
• 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
• Malliavin, Paul. Implicit functions in finite corank on the Wiener space.
• 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
• Malliavin, Paul. On some stochastic oscillatory integrals. Comptes Rendus de l'Académie des Sciences, Série I: Mathématique 1982. 295:295-300
• Malliavin, Paul. On the multiplier theorem for Fourier transforms of measures with compact support. Arkiv för Matematik 1979. 17:69-81
• 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
• Malliavin, Paul. Elliptic estimates and diffusions in Riemannian geometry and complex analysis.
• Malliavin, Paul. Formulas for the mean, perturbation calculations and cancellation theorems for harmonic forms. Journal of Functional Analysis 1974. 17:274-291
• Malliavin, Paul, Beurling, Arne. On the closure of characters and the zeros of entire functions. Acta Mathematica 1967. 1967:-
• Malliavin, Paul. Sur le reste de la loi asymptotique de répartition des nombres premiers généralisés de beurling. Acta Mathematica 1961. 106:281-298
• Malliavin, Paul. Sur la croissance radiale d'une fonction méromorphe. Illinois Journal of Mathematics 1957. 1957-06:-
• Malliavin, Paul. Sur quelques procédés d'extrapolation. Acta Mathematica 1955. 1955:-