Edit Profile Malliavin, Paul Compute Distance To: Compute Author ID: malliavin.paul Published as: Malliavin, P.; Malliavin, Paul; Mallisavin, Paul External Links: MGP · Wikidata · dblp · GND Documents Indexed: 196 Publications since 1949, including 8 Books Biographic References: 5 Publications all top 5 Co-Authors 99 single-authored 22 Cruzeiro, Ana-Bela 18 Airault, Hélène 15 Malliavin, Marie-Paule 7 Thalmaier, Anton 6 Mancino, Maria Elvira 5 Katznelson, Yitzhak 4 Nualart, David 3 Da Prato, Giuseppe 3 Ren, Jiagang 3 Taniguchi, Setsuo 2 Barucci, Emilio 2 Beurling, Arne 2 Fang, Shizan 2 Fuhrman, Marco 2 Mandelbrojt, Szolem 2 Siddiqi, Jamil Ahmad 1 Buckdahn, Rainer 1 De Concini, Corrado 1 Devinatz, Allen 1 Dixmier, Jacques 1 Ehrenpreis, Leon 1 Flandoli, Franco 1 Gaveau, Bernard 1 Gross, Leonard 1 Korányi, Adam 1 Lescot, Paul 1 Lévy, Paul 1 Malgrange, Bernard 1 Nualart, Eulalia 1 Recchioni, Maria Cristina 1 Renò, Roberto 1 Rubel, Lee Albert 1 Sanz-Solé, Marta 1 Stroock, Daniel W. 1 Taneri, Ufuk 1 Vauthier, Jacques 1 Viens, Frederi G. all top 5 Serials 24 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 21 Comptes Rendus de l’Académie des Sciences. Série I 20 Journal of Functional Analysis 12 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Paris 6 Bulletin des Sciences Mathématiques. Deuxième Série 6 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 Acta Mathematica 5 Journal de Mathématiques Pures et Appliquées. Neuvième Série 3 Bulletin de la Société Mathématique de France 3 Japanese Journal of Mathematics. 3rd Series 2 Journal d’Analyse Mathématique 2 Probability Theory and Related Fields 2 La Vie des Sciences 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Annales Scientifiques de l’École Normale Supérieure. Troisième Série 1 Israel Journal of Mathematics 1 Ukraïns’kyĭ Matematychnyĭ Zhurnal 1 Arkiv för Matematik 1 American Journal of Mathematics 1 Annales de l’Institut Fourier 1 The Annals of Statistics 1 Illinois Journal of Mathematics 1 Publications Mathématiques 1 Journal of Differential Geometry 1 Chinese Annals of Mathematics. Series B 1 L’Enseignement Mathématique. 2e Série 1 Mitteilungen der Mathematischen Gesellschaft in Hamburg 1 Proceedings of the National Academy of Sciences of the United States of America 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Stochastic Processes and their Applications 1 Stochastics and Stochastics Reports 1 Annales Mathématiques Blaise Pascal 1 Bulletin des Sciences Mathématiques 1 The Journal of Fourier Analysis and Applications 1 Finance and Stochastics 1 Mathematical Finance 1 Stochastics 1 Graduate Texts in Mathematics 1 Grundlehren der Mathematischen Wissenschaften 1 Monographies de l’Enseignement Mathématique 1 Matapli 1 Springer Finance all top 5 Fields 109 Probability theory and stochastic processes (60-XX) 65 Global analysis, analysis on manifolds (58-XX) 16 Abstract harmonic analysis (43-XX) 16 Differential geometry (53-XX) 14 Topological groups, Lie groups (22-XX) 13 Measure and integration (28-XX) 13 Partial differential equations (35-XX) 12 Functional analysis (46-XX) 10 Several complex variables and analytic spaces (32-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 8 Numerical analysis (65-XX) 7 Potential theory (31-XX) 6 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 History and biography (01-XX) 4 Functions of a complex variable (30-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Systems theory; control (93-XX) 3 Nonassociative rings and algebras (17-XX) 3 Operator theory (47-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Group theory and generalizations (20-XX) 2 Ordinary differential equations (34-XX) 2 Fluid mechanics (76-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 146 Publications have been cited 1,913 times in 1,330 Documents Cited by ▼ Year ▼ Stochastic analysis. Zbl 0878.60001Malliavin, Paul 254 1997 Stochastic calculus of variation and hypoelliptic operators. Zbl 0411.60060Malliavin, Paul 110 1978 Factorisations de fonctions et de vecteurs indefiniment différentiables. Zbl 0392.43013Dixmier, Jacques; Malliavin, Paul 95 1978 Fourier series method for measurement of multivariate volatilities. Zbl 1008.62091Malliavin, Paul; Mancino, Maria Elvira 69 2002 On Fourier transforms of measures with compact support. Zbl 0127.32601Beurling, A.; Malliavin, P. 66 1962 On the closure of characters and the zeros of entire functions. Zbl 0171.11901Beurling, A.; Malliavin, P. 63 1967 Stochastic calculus of variations in mathematical finance. Zbl 1124.91035Malliavin, Paul; Thalmaier, Anton 59 2006 La diffusion canonique au-dessus du groupe des difféomorphismes du cercle. Zbl 1006.60073Malliavin, Paul 57 1999 Renormalized differential geometry on path space: Structural equation, curvature. Zbl 0869.60060Cruzeiro, Ana-Bela; Malliavin, Paul 54 1996 Intégration géométrique sur l’espace de Wiener. (Geometric integration on the Wiener space). Zbl 0656.60046Airault, H.; Malliavin, P. 53 1988 Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus. Zbl 0798.58080Fang, Shizan; Malliavin, Paul 47 1993 Integration on loop groups. I: Quasi invariant measures. Zbl 0715.22024Malliavin, Marie-Paule; Malliavin, Paul 46 1990 Formules de la moyenne, calcul de perturbations et théoremes d’annulation pour les formes harmoniques. Zbl 0425.58022Malliavin, Paul 43 1974 A Fourier transform method for nonparametric estimation of multivariate volatility. Zbl 1168.62030Malliavin, Paul; Mancino, Maria Elvira 36 2009 Integration and probability. Zbl 0874.28001Malliavin, Paul 34 1995 Hall’s transform and the Segal-Bargmann map. Zbl 0869.22006Gross, Leonard; Malliavin, Paul 32 1996 Unitarizing probability measures for representations of Virasoro algebra. Zbl 1032.58021Airault, Hélène; Malliavin, Paul 28 2001 Integration on loop groups. II: Heat equation for the Wiener measure. Zbl 0787.22021Airault, H.; Malliavin, P. 28 1992 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 26 1992 Sur quelques procédés d’extrapolation. Zbl 0067.05104Malliavin, Paul 24 1955 Impossibilité de la synthèse spectrale sur les groupes abéliens non compacts. Zbl 0101.09403Malliavin, P. 23 1959 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006Malliavin, Paul; Nualart, David 22 1993 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063Malliavin, Paul; Stroock, Daniel W. 20 1996 Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality. Zbl 0762.22019Malliavin, Marie-Paule; Malliavin, Paul 19 1992 \(C^k\)-hypoellipticity with degeneracy. Zbl 0449.58022Malliavin, Paul 18 1978 Factorisations et lois limites de la diffusion horizontale au-dessus d’un espace riemannien symétrique. Zbl 0291.53025Malliavin, Marie-Paule; Malliavin, Paul 18 1974 Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry. Zbl 1111.58032Airault, Hélène; Malliavin, Paul 16 2006 Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation. Zbl 1109.58035Cruzeiro, Ana-Bela; Flandoli, Franco; Malliavin, Paul 15 2007 Non perturbative construction of invariant measure through confinement by curvature. Zbl 0908.60048Cruzeiro, A.-B.; Malliavin, P. 15 1998 Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space. Zbl 0873.60040Malliavin, Paul; Taniguchi, Setsuo 14 1997 Hypoellipticity in infinite dimensions. Zbl 0723.60059Malliavin, Paul 14 1990 Intrinsic differential geometry. Zbl 0282.53001Malliavin, Paul 14 1972 On small entire functions of exponential type with given zeros. Zbl 0126.29002Malliavin, Paul; Rubel, L. A. 14 1961 Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows. Zbl 1061.60085Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 13 2004 Naturality of quasi-invariance of some measures. Zbl 0767.28013Malliavin, Paul 11 1991 Poisson formula and compound diffusion associated to an overdetermined elliptic system on the Siegel halfplane of rank two. Zbl 0318.60066Koranyi, A.; Malliavin, P. 11 1975 Asymptotic of the Green’s function of a Riemannian manifold and. Zbl 0449.60040Malliavin, Paul 11 1974 Integration by parts formulas and dilatation vector fields on elliptic probability spaces. Zbl 0867.60031Airault, Helene; Malliavin, Paul 10 1996 Implicit functions in finite corank on the Wiener space. Zbl 0546.60003Malliavin, Paul 10 1984 Sur certaines intégrales stochastiques oscillantes. Zbl 0526.60050Malliavin, Paul 10 1982 Fonctions de Green d’un ouvert strictement pseudo-convexe et classe de Nevanlinna. Zbl 0279.32005Malliavin, Paul 10 1974 Infinite-dimensional analysis. Zbl 0869.60046Malliavin, Paul 9 1993 Intégration et probabilités. Analyse de Fourier et analyse spectrale. Zbl 0509.28001Malliavin, P. 9 1982 Intégrales de Lusin-Calderon pour les fonctions biharmoniques. Zbl 0386.31005Malliavin, Marie-Paule; Malliavin, Paul 9 1977 Density minoration of a strongly non-degenerated random variable. Zbl 1175.60055Malliavin, Paul; Nualart, Eulalia 8 2009 Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor. Zbl 1143.58015Cruzeiro, Ana-Bela; Malliavin, Paul 8 2008 Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation. Zbl 1046.65006Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton 8 2004 Numerical error for SDE: Asymptotic expansion and hyperdistributions. Zbl 1028.60054Malliavin, Paul; Thalmaier, Anton 8 2003 Support of Virasoro unitarizing measures. Zbl 1033.58030Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 8 2002 Géométrie différentielle stochastique. Notes redigees par Daniele Dehen et Dominique Michel. Zbl 0393.60062Malliavin, Paul 8 1978 Caractérisation arithmétique d’une classe d’ensembles de Helson. Zbl 0154.02401Malliavin-Brameret, M.-P.; Malliavin, P. 8 1967 Sur le reste de la loi asymptotique de répartition des nombres premiers généralises de Beurling. Zbl 0102.28204Malliavin, Paul 8 1961 Sur la croissance radiale d’une fonction méromorphe. Zbl 0077.07703Malliavin, Paul 8 1957 The price-volatility feedback rate: an implementable mathematical indicator of market stability. Zbl 1049.91056Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; Renò, Roberto; Thalmaier, Anton 7 2003 Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry. Zbl 1010.58026Cruzeiro, Ana-Bela; Malliavin, Paul 7 2000 Minoration de l’état fondamental de l’équation de Schrödinger du magnétisme et calcul des variations stochastiques (Minoration of the ground state for the Schrödinger operator of a magnetic field). Zbl 0585.60065Malliavin, Paul 7 1986 On the multiplier theorem for Fourier transforms of measures with compact support. Zbl 0423.42009Malliavin, Paul 7 1979 Un théorème tauberian avec reste pour la transformee de Stieltjes. Zbl 0109.33401Malliavin, P. 7 1962 Calcul symbolique et sous-algèbres de \(L_1(G)\). Zbl 0093.12605Malliavin, Paul 7 1959 Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081Airault, Hélène; Malliavin, Paul; Viens, Frederi 6 2010 A probabilistic Weitzenböck formula on Riemannian path space. Zbl 0972.58012Cruzeiro, A. B.; Fang, S.; Malliavin, P. 6 2000 Smoothness of stopping times of diffusion processes. Zbl 0958.60054Airault, Hélène; Malliavin, Paul; Ren, Jiagang 6 1999 Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Zbl 0791.60040Malliavin, Paul; Nualart, David 6 1993 Intégrales stochastiques oscillantes et une formule de Feynman-Kac positive (Oscillatory stochastic integrals and a positive Feynman-Kac formula). Zbl 0574.60062Malliavin, Paul 6 1985 Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures. Zbl 1235.60059Malliavin, Paul 5 2008 A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics. Zbl 1171.35025Malliavin, Paul; Mancino, Maria Elvira; Recchioni, Maria Cristina 5 2007 Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering. Zbl 0937.60051Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 5 1999 Estimation of a Lorentzian signal. Zbl 0815.62068Malliavin, Paul 5 1994 Moving frame and Riemannian geometry on path spaces. Zbl 0809.60069Cruzeiro, Ana-Bela; Malliavin, Paul 5 1994 Champs de Jacobi stochastiques. Zbl 0403.49027Malliavin, Paul 5 1977 Invertible operators and interpolation in AU spaces. Zbl 0331.46031Ehrenpreis, Leon; Malliavin, Paul 5 1974 Approximation polynomiale sur un arc analytique dans le plan complexe. Zbl 0217.38502Malliavin, P.; Siddiqi, J. A. 5 1971 Verification statistique de la conjecture de la dichotomie sur une classe d’algèbres de restriction. Zbl 0143.36002Katznelson, Y.; Malliavin, P. 5 1966 Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk. Zbl 1210.60055Cruzeiro, Ana-Bela; Malliavin, Paul 4 2009 Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori. Zbl 1143.58016Malliavin, Paul; Ren, Jiagang 4 2008 Invariant measures for Ornstein-Uhlenbeck operators. Zbl 1129.58012Airault, Hélène; Malliavin, Paul 4 2007 Stochastic calculus of variations and Harnack inequality on Riemannian path spaces. Zbl 1030.60041Cruzeiro, Ana-Bela; Malliavin, Paul 4 2002 A class of anticipative tangent processes on the Wiener space. Zbl 0987.60065Cruzeiro, Ana-Bela; Malliavin, Paul 4 2001 Asymptotic ergodicity for the Zakai filtering equation. Zbl 0838.60039Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 4 1995 Applications and foundations of quasi sure analysis. Zbl 0847.60034Malliavin, Paul 4 1995 An infinitesimally quasi invariant measure on the group of diffeomorphisms of the circle. Zbl 0776.58007Malliavin, Marie Paule; Malliavin, Paul 4 1991 Analyticité réelle des lois conditionnelles de fonctionnelles additives. (Real analyticity of conditional laws of additive functionals). Zbl 0591.60058Malliavin, Paul 4 1986 Analyticité transverse d’opérateurs hypoelliptiques \(C^ 3\) sur des fibrés principaux. Spectre équivariant et courbure. (Transverse analyticity for \(C^ 3\) hypoelliptic operators on a principal bundle). Zbl 0609.35026Malliavin, Paul 4 1985 Calcul des variations, intégrales stochastiques et complexe de de Rham sur l’espace de Wiener (Calculus of variations, stochastic integrals and the de Rham’s complex on the Wiener space). Zbl 0568.60058Malliavin, Paul 4 1984 Régularité de lois conditionnelles et calcul des variations stochastiques. Zbl 0417.60077Malliavin, Paul 4 1979 Classes de fonctions monogenes et approximation par des sommes d’exponentielles sur un arc rectifiable de C. Zbl 0331.30030Malliavin, Paul; Siddiqi, Jamil A. 4 1976 Paramètrix trajectorielle pour un opérateur hypoelliptique et repere mobile stochastique. Zbl 0325.60056Malliavin, Paul 4 1975 Calcul symbolique et sous-algèbres de \(L_1(G)\). (Suite.). Zbl 0093.12701Malliavin, Paul 4 1959 Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric. Zbl 1213.60129Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 3 2010 Non-existence of infinitesimally invariant measures on loop groups. Zbl 1141.58006Cruzeiro, Ana Bela; Malliavin, Paul 3 2008 Regularized Brownian motion on the Siegel disk of infinite dimension. Zbl 0971.60071Airault, H.; Malliavin, P. 3 2000 Riesz transforms, commutators, and stochastic integrals. Zbl 0954.60045Cruzeiro, A. B.; Malliavin, P. 3 1999 Energy identities and estimates for anticipative stochastic integrals on a Riemannian manifold. Zbl 0934.58037Cruzeiro, A. B.; Malliavin, P. 3 1998 Holomorphic extension of analytic functionals defined on a real Wiener space, Cauchy formula, stationary phase. Zbl 0860.60048Malliavin, Paul; Taniguchi, Setsuo 3 1996 Smooth \(\sigma\)-fields. Zbl 0754.60053Malliavin, Paul 3 1991 Mesures quasi invariantes sur certains groupes de dimension infinie. (Quasi-invariant measures on some groups of infinite dimension). Zbl 0724.43001Malliavin, Marie-Paule; Malliavin, Paul 3 1990 Calcul des variations stochastiques subordonne an processus de la chaleur. Zbl 0516.58045Malliavin, Paul 3 1982 Un principe de transfert et son application au calcul des variations. Zbl 0386.49010Malliavin, Paul 3 1977 Holonomie stochastique au-dessus d’un espace riemannien symétrique. Zbl 0389.60062Malliavin, Marie-Paule; Malliavin, Paul 3 1975 Sur la répartition des zéros d’une fonction de la classe de Nevanlinna dans le polydisque. Zbl 0217.10802Malliavin, P. 3 1970 Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081Airault, Hélène; Malliavin, Paul; Viens, Frederi 6 2010 Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric. Zbl 1213.60129Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 3 2010 A Fourier transform method for nonparametric estimation of multivariate volatility. Zbl 1168.62030Malliavin, Paul; Mancino, Maria Elvira 36 2009 Density minoration of a strongly non-degenerated random variable. Zbl 1175.60055Malliavin, Paul; Nualart, Eulalia 8 2009 Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk. Zbl 1210.60055Cruzeiro, Ana-Bela; Malliavin, Paul 4 2009 Corrigendum to “Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor”. Zbl 1167.58310Cruzeiro, A. B.; Malliavin, Paul 2 2009 Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion. Zbl 1192.60078Cruzeiro, Ana Bela; Malliavin, Paul 1 2009 Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor. Zbl 1143.58015Cruzeiro, Ana-Bela; Malliavin, Paul 8 2008 Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures. Zbl 1235.60059Malliavin, Paul 5 2008 Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori. Zbl 1143.58016Malliavin, Paul; Ren, Jiagang 4 2008 Non-existence of infinitesimally invariant measures on loop groups. Zbl 1141.58006Cruzeiro, Ana Bela; Malliavin, Paul 3 2008 Stochastic evolution of inviscid Burgers fluid. Zbl 1173.76005Cruzeiro, Ana Bela; Malliavin, Paul 1 2008 Stochastic parallel transport on the \(d\)-dimensional torus. Zbl 1169.58013Cruzeiro, Ana Bela; Malliavin, Paul 1 2008 Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation. Zbl 1109.58035Cruzeiro, Ana-Bela; Flandoli, Franco; Malliavin, Paul 15 2007 A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics. Zbl 1171.35025Malliavin, Paul; Mancino, Maria Elvira; Recchioni, Maria Cristina 5 2007 Invariant measures for Ornstein-Uhlenbeck operators. Zbl 1129.58012Airault, Hélène; Malliavin, Paul 4 2007 Itō atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras. Zbl 1133.91027Malliavin, Paul 1 2007 Stochastic calculus of variations in mathematical finance. Zbl 1124.91035Malliavin, Paul; Thalmaier, Anton 59 2006 Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry. Zbl 1111.58032Airault, Hélène; Malliavin, Paul 16 2006 Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold. Zbl 1101.58023Cruzeiro, A. B.; Malliavin, P. 2 2006 Harmonic analysis methods for nonparametric estimation of volatility: theory and applications. Zbl 1108.62106Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira 1 2006 Heat measures and unitarizing measures for Berezinian representations of the space of univalent functions in the unit disk. Zbl 1111.43001Malliavin, Paul 2 2005 Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows. Zbl 1061.60085Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 13 2004 Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation. Zbl 1046.65006Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton 8 2004 Geometry of foliations on the Wiener space and stochastic calculus of variations. Zbl 1064.60123Airault, Hélène; Malliavin, Paul; Ren, Jiagang 1 2004 Numerical error for SDE: Asymptotic expansion and hyperdistributions. Zbl 1028.60054Malliavin, Paul; Thalmaier, Anton 8 2003 The price-volatility feedback rate: an implementable mathematical indicator of market stability. Zbl 1049.91056Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; Renò, Roberto; Thalmaier, Anton 7 2003 Fourier series method for measurement of multivariate volatilities. Zbl 1008.62091Malliavin, Paul; Mancino, Maria Elvira 69 2002 Support of Virasoro unitarizing measures. Zbl 1033.58030Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 8 2002 Stochastic calculus of variations and Harnack inequality on Riemannian path spaces. Zbl 1030.60041Cruzeiro, Ana-Bela; Malliavin, Paul 4 2002 Instantaneous liquidity rate, its econometric measurement by volatility feedback. Zbl 1050.91048Malliavin, Paul; Mancino, Maria Elvira 2 2002 Unitarizing probability measures for representations of Virasoro algebra. Zbl 1032.58021Airault, Hélène; Malliavin, Paul 28 2001 A class of anticipative tangent processes on the Wiener space. Zbl 0987.60065Cruzeiro, Ana-Bela; Malliavin, Paul 4 2001 Probability and geometry. Zbl 0998.58025Malliavin, Paul 2 2001 Functorial analysis in geometric probability theory. Zbl 0987.60064Airault, Hélène; Malliavin, Paul 2 2001 Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry. Zbl 1010.58026Cruzeiro, Ana-Bela; Malliavin, Paul 7 2000 A probabilistic Weitzenböck formula on Riemannian path space. Zbl 0972.58012Cruzeiro, A. B.; Fang, S.; Malliavin, P. 6 2000 Regularized Brownian motion on the Siegel disk of infinite dimension. Zbl 0971.60071Airault, H.; Malliavin, P. 3 2000 La diffusion canonique au-dessus du groupe des difféomorphismes du cercle. Zbl 1006.60073Malliavin, Paul 57 1999 Smoothness of stopping times of diffusion processes. Zbl 0958.60054Airault, Hélène; Malliavin, Paul; Ren, Jiagang 6 1999 Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering. Zbl 0937.60051Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 5 1999 Riesz transforms, commutators, and stochastic integrals. Zbl 0954.60045Cruzeiro, A. B.; Malliavin, P. 3 1999 Non perturbative construction of invariant measure through confinement by curvature. Zbl 0908.60048Cruzeiro, A.-B.; Malliavin, P. 15 1998 Energy identities and estimates for anticipative stochastic integrals on a Riemannian manifold. Zbl 0934.58037Cruzeiro, A. B.; Malliavin, P. 3 1998 Stochastic analysis. Zbl 0878.60001Malliavin, Paul 254 1997 Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space. Zbl 0873.60040Malliavin, Paul; Taniguchi, Setsuo 14 1997 Renormalized differential geometry on path space: Structural equation, curvature. Zbl 0869.60060Cruzeiro, Ana-Bela; Malliavin, Paul 54 1996 Hall’s transform and the Segal-Bargmann map. Zbl 0869.22006Gross, Leonard; Malliavin, Paul 32 1996 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063Malliavin, Paul; Stroock, Daniel W. 20 1996 Integration by parts formulas and dilatation vector fields on elliptic probability spaces. Zbl 0867.60031Airault, Helene; Malliavin, Paul 10 1996 Holomorphic extension of analytic functionals defined on a real Wiener space, Cauchy formula, stationary phase. Zbl 0860.60048Malliavin, Paul; Taniguchi, Setsuo 3 1996 Integration and probability. Zbl 0874.28001Malliavin, Paul 34 1995 Asymptotic ergodicity for the Zakai filtering equation. Zbl 0838.60039Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 4 1995 Applications and foundations of quasi sure analysis. Zbl 0847.60034Malliavin, Paul 4 1995 Curvatures of the probability space associated to a Riemannian Brownian motion. Zbl 0842.58076Cruzeiro, Ana-Bela; Malliavin, Paul 2 1995 Semimartingales with values in a Euclidean vector bundle and Ocone’s formula on a Riemannian manifold. Zbl 0830.58033Airault, Hélène; Malliavin, Paul 2 1995 Estimation of a Lorentzian signal. Zbl 0815.62068Malliavin, Paul 5 1994 Moving frame and Riemannian geometry on path spaces. Zbl 0809.60069Cruzeiro, Ana-Bela; Malliavin, Paul 5 1994 On the norm of a Gaussian circulant matrix. Zbl 0807.60027Malliavin, Paul 1 1994 Intégration et analyse de Fourier, probabilités et analyse Gaussienne. (Integration and Fourier analysis, probability, and Gaussian analysis). 2\(^ e\) éd. rev. et augm. 2\(^e\) éd. rev. et augm. Zbl 0806.28001Malliavin, Paul; Airault, Hélène 1 1994 Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus. Zbl 0798.58080Fang, Shizan; Malliavin, Paul 47 1993 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006Malliavin, Paul; Nualart, David 22 1993 Infinite-dimensional analysis. Zbl 0869.60046Malliavin, Paul 9 1993 Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Zbl 0791.60040Malliavin, Paul; Nualart, David 6 1993 Universal Wiener space. Zbl 0795.60027Malliavin, Paul 2 1993 Plurisubharmonic measures and Wiener measures. Zbl 0803.58009Malliavin, P.; Vauthier, Jacques 1 1993 Integration on loop groups. II: Heat equation for the Wiener measure. Zbl 0787.22021Airault, H.; Malliavin, P. 28 1992 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 26 1992 Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality. Zbl 0762.22019Malliavin, Marie-Paule; Malliavin, Paul 19 1992 Naturality of quasi-invariance of some measures. Zbl 0767.28013Malliavin, Paul 11 1991 An infinitesimally quasi invariant measure on the group of diffeomorphisms of the circle. Zbl 0776.58007Malliavin, Marie Paule; Malliavin, Paul 4 1991 Smooth \(\sigma\)-fields. Zbl 0754.60053Malliavin, Paul 3 1991 The regular representation of loop groups. Zbl 0824.22015Malliavin, Marie-Paule; Malliavin, Paul 1 1991 Integration on loop groups. I: Quasi invariant measures. Zbl 0715.22024Malliavin, Marie-Paule; Malliavin, Paul 46 1990 Hypoellipticity in infinite dimensions. Zbl 0723.60059Malliavin, Paul 14 1990 Mesures quasi invariantes sur certains groupes de dimension infinie. (Quasi-invariant measures on some groups of infinite dimension). Zbl 0724.43001Malliavin, Marie-Paule; Malliavin, Paul 3 1990 Intégration géométrique sur l’espace de Wiener. (Geometric integration on the Wiener space). Zbl 0656.60046Airault, H.; Malliavin, P. 53 1988 Un contre-exemple au théorème de Sard en dimension infinie. (A counterexample to the Sard’s theorem in infinite dimension). Zbl 0642.60043Katznelson, Yitzhak; Malliavin, Paul 2 1988 Minoration de l’état fondamental de l’équation de Schrödinger du magnétisme et calcul des variations stochastiques (Minoration of the ground state for the Schrödinger operator of a magnetic field). Zbl 0585.60065Malliavin, Paul 7 1986 Analyticité réelle des lois conditionnelles de fonctionnelles additives. (Real analyticity of conditional laws of additive functionals). Zbl 0591.60058Malliavin, Paul 4 1986 Estimation du rayon d’analyticité transverse et calcul des variations. (Estimate of the radius of transverse analyticity by the stochastic calculus of variation). Zbl 0591.60059Malliavin, Paul 1 1986 Intégrales stochastiques oscillantes et une formule de Feynman-Kac positive (Oscillatory stochastic integrals and a positive Feynman-Kac formula). Zbl 0574.60062Malliavin, Paul 6 1985 Analyticité transverse d’opérateurs hypoelliptiques \(C^ 3\) sur des fibrés principaux. Spectre équivariant et courbure. (Transverse analyticity for \(C^ 3\) hypoelliptic operators on a principal bundle). Zbl 0609.35026Malliavin, Paul 4 1985 Implicit functions in finite corank on the Wiener space. Zbl 0546.60003Malliavin, Paul 10 1984 Calcul des variations, intégrales stochastiques et complexe de de Rham sur l’espace de Wiener (Calculus of variations, stochastic integrals and the de Rham’s complex on the Wiener space). Zbl 0568.60058Malliavin, Paul 4 1984 La vie et l’oeuvre de Szolem Mandelbrojt. (Life and work of Szolem Mandelbrojt). Zbl 0569.01027Malliavin, P. 1 1984 Analyse différentielle sur l’espace de Wiener. Zbl 0567.60045Malliavin, Paul 1 1984 Diffusion on the loops. Zbl 0502.58039Malliavin, Paul 1 1983 Sur certaines intégrales stochastiques oscillantes. Zbl 0526.60050Malliavin, Paul 10 1982 Intégration et probabilités. Analyse de Fourier et analyse spectrale. Zbl 0509.28001Malliavin, P. 9 1982 Calcul des variations stochastiques subordonne an processus de la chaleur. Zbl 0516.58045Malliavin, Paul 3 1982 On the multiplier theorem for Fourier transforms of measures with compact support. Zbl 0423.42009Malliavin, Paul 7 1979 Régularité de lois conditionnelles et calcul des variations stochastiques. Zbl 0417.60077Malliavin, Paul 4 1979 Stochastic Jacobi fields. Zbl 0447.58035Malliavin, Paul 2 1979 Stochastic calculus of variation and hypoelliptic operators. Zbl 0411.60060Malliavin, Paul 110 1978 Factorisations de fonctions et de vecteurs indefiniment différentiables. Zbl 0392.43013Dixmier, Jacques; Malliavin, Paul 95 1978 \(C^k\)-hypoellipticity with degeneracy. Zbl 0449.58022Malliavin, Paul 18 1978 Géométrie différentielle stochastique. Notes redigees par Daniele Dehen et Dominique Michel. Zbl 0393.60062Malliavin, Paul 8 1978 \(C^k\)-hypoellipticity with degeneracy. II. Zbl 0449.58023Malliavin, Paul 2 1978 Travaux de H. Skoda sur la classe de Nevanlinna. Zbl 0383.32003Malliavin, Paul 1 1978 ...and 46 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,217 Authors 42 Malliavin, Paul 36 Zhang, Xicheng 32 Cruzeiro, Ana-Bela 28 Fang, Shizan 27 Airault, Hélène 21 Léandre, Rémi 21 Ren, Jiagang 19 Albeverio, Sergio A. 15 Driver, Bruce K. 15 Röckner, Michael 15 Ustunel, Ali Suleyman 14 Da Prato, Giuseppe 13 Mancino, Maria Elvira 13 Thalmaier, Anton 12 Bogachev, Vladimir Igorevich 12 Li, Xiang-Dong 11 Gordina, Maria 11 Luo, Dejun 10 Bismut, Jean-Michel 10 Nualart, David 10 Proske, Frank Norbert 10 Zakai, Moshe 10 Zhang, Tusheng S. 9 Gaveau, Bernard 9 Hall, Brian C. 9 Taniguchi, Setsuo 8 Aida, Shigeki 8 Flandoli, Franco 8 Kohatsu-Higa, Arturo 8 Yamada, Toshihiro 8 Yoshida, Nakahiro 7 Benedetto, John J. 7 Deng, Guantie 7 Ginzburg, David 7 Hairer, Martin 7 Liang, Zongxia 7 Nourdin, Ivan 7 Qian, Zhongmin M. 7 Renò, Roberto 7 Takahashi, Akihiko 7 Tindel, Samy 7 Ulanovskii, Alexander M. 6 Baños, David R. 6 Baudoin, Fabrice 6 Bouleau, Nicolas 6 Friz, Peter Karl 6 He, Kai 6 Inahama, Yuzuru 6 Koosis, Paul 6 Li, Xue-Mei 6 Lunardi, Alessandra 6 Mohammed, Salah-Eldin A. 6 Olevskii, Alexander Moiseevich 6 Poltoratski, Alexei G. 6 Privault, Nicolas 6 Rassias, John Michael 6 Sanfelici, Simona 6 Shigekawa, Ichiro 6 Stroock, Daniel W. 6 Tubaro, Luciano 6 Zhao, Huaizhong 5 Arnaudon, Marc 5 Bally, Vlad 5 Baranov, Anton D. 5 Brzeźniak, Zdzisław 5 Chen, Xin 5 Elworthy, K. David 5 Gross, Leonard 5 Kahane, Jean-Pierre 5 Khabibullin, Bulat Nurmievich 5 Krivosheev, Aleksandr Sergeevich 5 Mayer-Wolf, Eduardo 5 Ngo, Hoang-Long 5 Ogawa, Shigeyoshi 5 Peccati, Giovanni 5 Penney, Richard C. 5 Pesenson, Isaac Zalmanovich 5 Shao, Jinghai 5 Soudry, David 5 Tudor, Ciprian A. 5 Vasilev, Alexander 5 Viens, Frederi G. 5 Wu, Bo 5 Xiang, Kai-Nan 5 Yang, Xiangdong 5 Zambrini, Jean-Claude 4 Abuzyarova, Natal’ya Fairbakhovna 4 Amaba, Takafumi 4 Ambrosio, Luigi 4 Barucci, Emilio 4 Bauer, Robert Otto 4 Bell, Denis R. 4 Boussejra, Abdelhamid 4 Charbonnel, Jean-Yves 4 Ciarlet, Philippe Gaston 4 Di Nunno, Giulia 4 Fukushima, Masatoshi 4 Hino, Masanori 4 Jørgensen, Palle E. T. 4 Katznelson, Yitzhak ...and 1,117 more Authors all top 5 Cited in 270 Serials 236 Journal of Functional Analysis 57 Bulletin des Sciences Mathématiques 54 Stochastic Processes and their Applications 38 Probability Theory and Related Fields 34 The Annals of Probability 33 Comptes Rendus. Mathématique. Académie des Sciences, Paris 32 Journal of Mathematical Analysis and Applications 24 Potential Analysis 23 Journal de Mathématiques Pures et Appliquées. Neuvième Série 21 Transactions of the American Mathematical Society 18 Proceedings of the American Mathematical Society 18 Infinite Dimensional Analysis, Quantum Probability and Related Topics 16 Annales de l’Institut Fourier 15 Journal d’Analyse Mathématique 15 Acta Mathematica 14 Israel Journal of Mathematics 12 Bulletin de la Société Mathématique de France 11 Advances in Mathematics 11 Journal of Econometrics 11 Stochastic Analysis and Applications 11 The Annals of Applied Probability 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 Acta Mathematica Sinica. English Series 10 Communications in Mathematical Physics 10 Mathematical Notes 9 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 9 Journal of Mathematical Sciences (New York) 9 International Journal of Theoretical and Applied Finance 8 Journal of Mathematical Physics 8 Reviews in Mathematical Physics 8 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 8 Compositio Mathematica 8 Inventiones Mathematicae 8 Journal of Approximation Theory 8 Bulletin of the American Mathematical Society. New Series 8 Stochastics and Dynamics 8 Stochastics 7 Arkiv för Matematik 7 Mathematische Annalen 7 Publications of the Research Institute for Mathematical Sciences, Kyoto University 7 Statistics & Probability Letters 7 Journal of Theoretical Probability 6 Journal of Geometry and Physics 6 Duke Mathematical Journal 6 Journal of Differential Equations 6 Acta Applicandae Mathematicae 6 Acta Mathematicae Applicatae Sinica. 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Second Series 4 Decisions in Economics and Finance 4 Asia-Pacific Financial Markets 4 Frontiers of Mathematics in China 4 Ufimskiĭ Matematicheskiĭ Zhurnal 4 Analysis and Mathematical Physics 3 Reports on Mathematical Physics 3 Archiv der Mathematik 3 Journal of Computational and Applied Mathematics 3 Journal of Number Theory 3 Mathematical Systems Theory 3 Rendiconti del Seminario Matemàtico e Fisico di Milano 3 Siberian Mathematical Journal 3 Systems & Control Letters 3 Linear Algebra and its Applications 3 Computational Statistics and Data Analysis 3 Stochastics and Stochastics Reports 3 St. Petersburg Mathematical Journal 3 Applied Mathematical Finance 3 Finance and Stochastics 3 Doklady Mathematics 3 Mathematical Finance 3 Statistical Inference for Stochastic Processes 3 Scandinavian Actuarial Journal 3 Journal of Evolution Equations 3 Quantitative Finance 3 Japanese Journal of Mathematics. 3rd Series 2 Analysis Mathematica 2 Archive for Rational Mechanics and Analysis 2 Computer Methods in Applied Mechanics and Engineering 2 Journal of Statistical Physics 2 Nuclear Physics. B ...and 170 more Serials all top 5 Cited in 52 Fields 676 Probability theory and stochastic processes (60-XX) 252 Global analysis, analysis on manifolds (58-XX) 153 Partial differential equations (35-XX) 151 Functional analysis (46-XX) 124 Topological groups, Lie groups (22-XX) 107 Functions of a complex variable (30-XX) 94 Harmonic analysis on Euclidean spaces (42-XX) 94 Operator theory (47-XX) 84 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 83 Abstract harmonic analysis (43-XX) 83 Statistics (62-XX) 65 Differential geometry (53-XX) 56 Measure and integration (28-XX) 54 Numerical analysis (65-XX) 52 Quantum theory (81-XX) 51 Potential theory (31-XX) 45 Several complex variables and analytic spaces (32-XX) 44 Dynamical systems and ergodic theory (37-XX) 42 Number theory (11-XX) 33 Ordinary differential equations (34-XX) 32 Systems theory; control (93-XX) 29 Nonassociative rings and algebras (17-XX) 29 Approximations and expansions (41-XX) 25 Fluid mechanics (76-XX) 24 Information and communication theory, circuits (94-XX) 20 Real functions (26-XX) 17 Integral transforms, operational calculus (44-XX) 16 Statistical mechanics, structure of matter (82-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 13 Difference and functional equations (39-XX) 9 Special functions (33-XX) 7 Combinatorics (05-XX) 7 Manifolds and cell complexes (57-XX) 7 Operations research, mathematical programming (90-XX) 6 History and biography (01-XX) 6 Algebraic topology (55-XX) 5 Computer science (68-XX) 5 Mechanics of particles and systems (70-XX) 5 Biology and other natural sciences (92-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Mechanics of deformable solids (74-XX) 3 Algebraic geometry (14-XX) 3 Group theory and generalizations (20-XX) 3 Sequences, series, summability (40-XX) 3 Relativity and gravitational theory (83-XX) 2 General and overarching topics; collections (00-XX) 2 Mathematical logic and foundations (03-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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