Edit Profile (opens in new tab) Malliavin, Paul (b. 1925 d. 2010) Co-Author Distance Author ID: malliavin.paul Published as: Malliavin, Paul; Malliavin, P.; Mallisavin, Paul more...less External Links: MGP · Wikidata · dblp · GND · IdRef · theses.fr Documents Indexed: 196 Publications since 1949, including 8 Books 4 Contributions as Editor · 2 Further Contributions Biographic References: 5 Publications Co-Authors: 39 Co-Authors with 99 Joint Publications 1,112 Co-Co-Authors 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 Beurling, Arne 3 Da Prato, Giuseppe 3 Leray, Jean 3 Ren, Jiagang 3 Taniguchi, Setsuo 2 Barucci, Emilio 2 Fang, Shizan 2 Fuhrman, Marco 2 Mandelbrojt, Szolem 2 Siddiqi, Jamil Ahmad 1 Bellow, Alexandra 1 Buckdahn, Rainer 1 Calderon, Alberto Pedro 1 Carleson, Lennart 1 De Concini, Corrado 1 Devinatz, Allen 1 Dixmier, Jacques 1 Ehrenpreis, Leon 1 Flandoli, Franco 1 Gaveau, Bernard 1 Gel’fand, Israil’ Moiseevich 1 Gross, Leonard 1 Kahane, Jean-Pierre 1 Kenig, Carlos Eduardo 1 Korányi, Adam 1 Lescot, Paul 1 Lévy, Paul 1 Malgrange, Bernard 1 Neuberger, John W. 1 Nualart, Eulalia 1 Raĭkov, Dmitriĭ Abramovich 1 Recchioni, Maria Cristina 1 Renò, Roberto 1 Rubel, Lee Albert 1 Sanz-Solé, Marta 1 Shilov, Georgiĭ Evgen’evich 1 Stroock, Daniel W. 1 Taneri, Ufuk 1 Vauthier, Jacques 1 Viens, Frederi G. 1 Wermer, John 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 3 Springer Collected Works in Mathematics 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 Collection Enseignement des Sciences 1 Graduate Texts in Mathematics 1 Grundlehren der Mathematischen Wissenschaften 1 Monographies de l’Enseignement Mathématique 1 Matapli 1 Springer Finance 1 Contemporary Mathematicians all top 5 Fields 109 Probability theory and stochastic processes (60-XX) 65 Global analysis, analysis on manifolds (58-XX) 17 Abstract harmonic analysis (43-XX) 16 Partial differential equations (35-XX) 16 Differential geometry (53-XX) 14 Topological groups, Lie groups (22-XX) 13 Measure and integration (28-XX) 13 Functional analysis (46-XX) 11 Several complex variables and analytic spaces (32-XX) 11 Harmonic analysis on Euclidean spaces (42-XX) 9 History and biography (01-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 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) 3 Fluid mechanics (76-XX) 2 Group theory and generalizations (20-XX) 2 Ordinary differential equations (34-XX) 1 Number theory (11-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Algebraic topology (55-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 151 Publications have been cited 2,057 times in 1,463 Documents Cited by ▼ Year ▼ Stochastic analysis. Zbl 0878.60001Malliavin, Paul 268 1997 Factorisations de fonctions et de vecteurs indefiniment différentiables. Zbl 0392.43013Dixmier, Jacques; Malliavin, Paul 120 1978 The collected works of Arne Beurling. Volume 1: Complex analysis. Volume 2: Harmonic analysis. Ed. by Lennart Carleson, Paul Malliavin, John Neuberger, John Wermer. Zbl 0732.01042Beurling, Arne 120 1989 Stochastic calculus of variation and hypoelliptic operators. Zbl 0411.60060Malliavin, Paul 93 1978 Fourier series method for measurement of multivariate volatilities. Zbl 1008.62091Malliavin, Paul; Mancino, Maria Elvira 76 2002 On the closure of characters and the zeros of entire functions. Zbl 0171.11901Beurling, A.; Malliavin, P. 76 1967 On Fourier transforms of measures with compact support. Zbl 0127.32601Beurling, A.; Malliavin, P. 72 1962 Stochastic calculus of variations in mathematical finance. Zbl 1124.91035Malliavin, Paul; Thalmaier, Anton 69 2006 La diffusion canonique au-dessus du groupe des difféomorphismes du cercle. (The canonic diffusion above the diffeomorphism group of the circle.) Zbl 1006.60073Malliavin, Paul 59 1999 Intégration géométrique sur l’espace de Wiener. (Geometric integration on the Wiener space). Zbl 0656.60046Airault, H.; Malliavin, P. 57 1988 Renormalized differential geometry on path space: Structural equation, curvature. Zbl 0869.60060Cruzeiro, Ana-Bela; Malliavin, Paul 56 1996 Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus. Zbl 0798.58080Fang, Shizan; Malliavin, Paul 51 1993 A Fourier transform method for nonparametric estimation of multivariate volatility. Zbl 1168.62030Malliavin, Paul; Mancino, Maria Elvira 46 2009 Integration on loop groups. I: Quasi invariant measures. Zbl 0715.22024Malliavin, Marie-Paule; Malliavin, Paul 45 1990 Formules de la moyenne, calcul de perturbations et théoremes d’annulation pour les formes harmoniques. Zbl 0425.58022Malliavin, Paul 45 1974 Integration and probability. Zbl 0874.28001Malliavin, Paul 39 1995 Hall’s transform and the Segal-Bargmann map. Zbl 0869.22006Gross, Leonard; Malliavin, Paul 37 1996 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 31 1992 Integration on loop groups. II: Heat equation for the Wiener measure. Zbl 0787.22021Airault, H.; Malliavin, P. 30 1992 Unitarizing probability measures for representations of Virasoro algebra. Zbl 1032.58021Airault, Hélène; Malliavin, Paul 29 2001 Sur quelques procédés d’extrapolation. Zbl 0067.05104Malliavin, Paul 26 1955 \(C^k\)-hypoellipticity with degeneracy. Zbl 0449.58022Malliavin, Paul 24 1978 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. 21 1996 On small entire functions of exponential type with given zeros. Zbl 0126.29002Malliavin, Paul; Rubel, L. A. 20 1961 Géométrie différentielle stochastique. Notes redigees par Daniele Dehen et Dominique Michel. Zbl 0393.60062Malliavin, Paul 19 1978 Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry. Zbl 1111.58032Airault, Hélène; Malliavin, Paul 19 2006 Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality. Zbl 0762.22019Malliavin, Marie-Paule; Malliavin, Paul 19 1992 Factorisations et lois limites de la diffusion horizontale au-dessus d’un espace riemannien symétrique. Zbl 0291.53025Malliavin, Marie-Paule; Malliavin, Paul 19 1974 Non perturbative construction of invariant measure through confinement by curvature. Zbl 0908.60048Cruzeiro, A.-B.; Malliavin, P. 16 1998 Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space. Zbl 0873.60040Malliavin, Paul; Taniguchi, Setsuo 15 1997 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 14 2007 Intrinsic differential geometry. (Géométrie différentielle intrinsèque.) Zbl 0282.53001Malliavin, Paul 14 1972 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 Poisson formula and compound diffusion associated to an overdetermined elliptic system on the Siegel halfplane of rank two. Zbl 0318.60066Koranyi, A.; Malliavin, P. 12 1975 Implicit functions in finite corank on the Wiener space. Zbl 0546.60003Malliavin, Paul 11 1984 Hypoellipticity in infinite dimensions. Zbl 0723.60059Malliavin, Paul 11 1990 Intégrales de Lusin-Calderon pour les fonctions biharmoniques. Zbl 0386.31005Malliavin, Marie-Paule; Malliavin, Paul 11 1977 Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation. Zbl 1046.65006Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton 11 2004 Naturality of quasi-invariance of some measures. Zbl 0767.28013Malliavin, Paul 11 1991 Sur certaines intégrales stochastiques oscillantes. Zbl 0526.60050Malliavin, Paul 10 1982 Integration by parts formulas and dilatation vector fields on elliptic probability spaces. Zbl 0867.60031Airault, Helene; Malliavin, Paul 10 1996 Fonctions de Green d’un ouvert strictement pseudo-convexe et classe de Nevanlinna. Zbl 0279.32005Malliavin, Paul 10 1974 Smoothness of stopping times of diffusion processes. Zbl 0958.60054Airault, Hélène; Malliavin, Paul; Ren, Jiagang 9 1999 Asymptotic of the Green’s function of a Riemannian manifold and. Zbl 0449.60040Malliavin, Paul 9 1974 Intégration et probabilités. Analyse de Fourier et analyse spectrale. Zbl 0509.28001Malliavin, P. 9 1982 Sur le reste de la loi asymptotique de répartition des nombres premiers généralises de Beurling. Zbl 0102.28204Malliavin, Paul 9 1961 Caractérisation arithmétique d’une classe d’ensembles de Helson. Zbl 0154.02401Malliavin-Brameret, M.-P.; Malliavin, P. 9 1967 Infinite-dimensional analysis. Zbl 0869.60046Malliavin, Paul 9 1993 Sur la croissance radiale d’une fonction méromorphe. Zbl 0077.07703Malliavin, Paul 8 1957 Calcul symbolique et sous-algèbres de \(L_1(G)\). Zbl 0093.12605Malliavin, Paul 8 1959 Support of Virasoro unitarizing measures. Zbl 1033.58030Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 8 2002 Numerical error for SDE: Asymptotic expansion and hyperdistributions. Zbl 1028.60054Malliavin, Paul; Thalmaier, Anton 8 2003 Density minoration of a strongly non-degenerated random variable. Zbl 1175.60055Malliavin, Paul; Nualart, Eulalia 8 2009 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 Un théorème tauberian avec reste pour la transformee de Stieltjes. Zbl 0109.33401Malliavin, P. 7 1962 Les anneaux normés commutatifs. Avec un appendice par J. P. Kahane et P. Malliavin. Traduit du russe par Jean Luc et Myriam Verley. Zbl 0134.32104Gelfand, I. M.; Raikov, D. A.; Chilow, G. E. 7 1964 On the multiplier theorem for Fourier transforms of measures with compact support. Zbl 0423.42009Malliavin, Paul 7 1979 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 Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures. Zbl 1235.60059Malliavin, Paul 7 2008 Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor. Zbl 1143.58015Cruzeiro, Ana-Bela; Malliavin, Paul 7 2008 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 Classes de fonctions monogenes et approximation par des sommes d’exponentielles sur un arc rectifiable de C. Zbl 0331.30030Malliavin, Paul; Siddiqi, Jamil A. 6 1976 Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081Airault, Hélène; Malliavin, Paul; Viens, Frederi 6 2010 Approximation polynomiale sur un arc analytique dans le plan complexe. Zbl 0217.38502Malliavin, P.; Siddiqi, J. A. 6 1971 Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Zbl 0791.60040Malliavin, Paul; Nualart, David 6 1993 Estimation of a Lorentzian signal. (Estimation d’un signal lorentzien.) Zbl 0815.62068Malliavin, Paul 6 1994 A probabilistic Weitzenböck formula on Riemannian path space. Zbl 0972.58012Cruzeiro, A. B.; Fang, S.; Malliavin, P. 5 2000 Verification statistique de la conjecture de la dichotomie sur une classe d’algèbres de restriction. Zbl 0143.36002Katznelson, Y.; Malliavin, P. 5 1966 Invertible operators and interpolation in AU spaces. Zbl 0331.46031Ehrenpreis, Leon; Malliavin, Paul 5 1974 Champs de Jacobi stochastiques. Zbl 0403.49027Malliavin, Paul 5 1977 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 Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk. Zbl 1210.60055Cruzeiro, Ana-Bela; Malliavin, Paul 5 2009 Invariant measures for Ornstein-Uhlenbeck operators. Zbl 1129.58012Airault, Hélène; Malliavin, Paul 5 2007 Moving frame and Riemannian geometry on path spaces. (Repère mobile et géométrie riemannienne sur les espaces des chemins.) Zbl 0809.60069Cruzeiro, Ana-Bela; Malliavin, Paul 5 1994 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 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 Analyticité réelle des lois conditionnelles de fonctionnelles additives. (Real analyticity of conditional laws of additive functionals). Zbl 0591.60058Malliavin, Paul 4 1986 Paramètrix trajectorielle pour un opérateur hypoelliptique et repere mobile stochastique. Zbl 0325.60056Malliavin, Paul 4 1975 Régularité de lois conditionnelles et calcul des variations stochastiques. Zbl 0417.60077Malliavin, Paul 4 1979 Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori. Zbl 1143.58016Malliavin, Paul; Ren, Jiagang 4 2008 Sur l’impossibilité de la synthèse spectrale dans une algèbre de fonctions presque périodiques. Zbl 0188.20402Malliavin, Paul 4 1959 Smooth \(\sigma\)-fields. Zbl 0754.60053Malliavin, Paul 4 1991 Asymptotic ergodicity for the Zakai filtering equation. Zbl 0838.60039Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 4 1995 Riesz transforms, commutators, and stochastic integrals. Zbl 0954.60045Cruzeiro, A. B.; Malliavin, P. 3 1999 \(C^k\)-hypoellipticity with degeneracy. II. Zbl 0449.58023Malliavin, Paul 3 1978 Calcul des variations stochastiques subordonne an processus de la chaleur. Zbl 0516.58045Malliavin, Paul 3 1982 Calcul symbolique et sous-algèbres de \(L_1(G)\). (Suite.). Zbl 0093.12701Malliavin, Paul 3 1959 Regularized Brownian motion on the Siegel disk of infinite dimension. Zbl 0971.60071Airault, H.; Malliavin, P. 3 2000 A class of anticipative tangent processes on the Wiener space. Zbl 0987.60065Cruzeiro, Ana-Bela; Malliavin, Paul 3 2001 Holonomie stochastique au-dessus d’un espace riemannien symétrique. Zbl 0389.60062Malliavin, Marie-Paule; Malliavin, Paul 3 1975 Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold. Zbl 1101.58023Cruzeiro, A. B.; Malliavin, P. 3 2006 Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric. Zbl 1213.60129Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 3 2010 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 Selected papers of Alberto P. Calderón with commentary. Edited by Alexandra Bellow, Carlos E. Kenig and Paul Malliavin. Zbl 1140.01021Calderón, Alberto P. 3 2008 Non-existence of infinitesimally invariant measures on loop groups. Zbl 1141.58006Cruzeiro, Ana Bela; Malliavin, Paul 3 2008 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 46 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 5 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 Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures. Zbl 1235.60059Malliavin, Paul 7 2008 Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor. Zbl 1143.58015Cruzeiro, Ana-Bela; Malliavin, Paul 7 2008 Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori. Zbl 1143.58016Malliavin, Paul; Ren, Jiagang 4 2008 Selected papers of Alberto P. Calderón with commentary. Edited by Alexandra Bellow, Carlos E. Kenig and Paul Malliavin. Zbl 1140.01021Calderón, Alberto P. 3 2008 Non-existence of infinitesimally invariant measures on loop groups. Zbl 1141.58006Cruzeiro, Ana Bela; Malliavin, Paul 3 2008 Stochastic parallel transport on the \(d\)-dimensional torus. Zbl 1169.58013Cruzeiro, Ana Bela; Malliavin, Paul 1 2008 Stochastic evolution of inviscid Burgers fluid. Zbl 1173.76005Cruzeiro, 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 14 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 5 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 69 2006 Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry. Zbl 1111.58032Airault, Hélène; Malliavin, Paul 19 2006 Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold. Zbl 1101.58023Cruzeiro, A. B.; Malliavin, P. 3 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 11 2004 Backward regularity for some infinite dimensional hypoelliptic semi-groups. Zbl 1087.58023Airault, Hélène; Mallisavin, Paul 1 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 76 2002 Support of Virasoro unitarizing measures. Zbl 1033.58030Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 8 2002 Instantaneous liquidity rate, its econometric measurement by volatility feedback. Zbl 1050.91048Malliavin, Paul; Mancino, Maria Elvira 2 2002 Stochastic calculus of variations and Harnack inequality on Riemannian path spaces. Zbl 1030.60041Cruzeiro, Ana-Bela; Malliavin, Paul 2 2002 Unitarizing probability measures for representations of Virasoro algebra. Zbl 1032.58021Airault, Hélène; Malliavin, Paul 29 2001 A class of anticipative tangent processes on the Wiener space. Zbl 0987.60065Cruzeiro, Ana-Bela; Malliavin, Paul 3 2001 Functorial analysis in geometric probability theory. Zbl 0987.60064Airault, Hélène; Malliavin, Paul 2 2001 Probability and geometry. Zbl 0998.58025Malliavin, 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. 5 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. (The canonic diffusion above the diffeomorphism group of the circle.) Zbl 1006.60073Malliavin, Paul 59 1999 Smoothness of stopping times of diffusion processes. Zbl 0958.60054Airault, Hélène; Malliavin, Paul; Ren, Jiagang 9 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. 16 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 268 1997 Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space. Zbl 0873.60040Malliavin, Paul; Taniguchi, Setsuo 15 1997 Renormalized differential geometry on path space: Structural equation, curvature. Zbl 0869.60060Cruzeiro, Ana-Bela; Malliavin, Paul 56 1996 Hall’s transform and the Segal-Bargmann map. Zbl 0869.22006Gross, Leonard; Malliavin, Paul 37 1996 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063Malliavin, Paul; Stroock, Daniel W. 21 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. (Extension holomorphe des fonctionnelles analytiques définies sur un espace de Wiener réel, formule de Cauchy, phase stationnaire.) Zbl 0860.60048Malliavin, Paul; Taniguchi, Setsuo 3 1996 Integration and probability. Zbl 0874.28001Malliavin, Paul 39 1995 Asymptotic ergodicity for the Zakai filtering equation. Zbl 0838.60039Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 4 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 Curvatures of the probability space associated to a Riemannian Brownian motion. (Courbures de l’espace de probabilités d’un mouvement brownien riemannien.) Zbl 0842.58076Cruzeiro, Ana-Bela; Malliavin, Paul 2 1995 Applications and foundations of quasi sure analysis. Zbl 0847.60034Malliavin, Paul 1 1995 Estimation of a Lorentzian signal. (Estimation d’un signal lorentzien.) Zbl 0815.62068Malliavin, Paul 6 1994 Moving frame and Riemannian geometry on path spaces. (Repère mobile et géométrie riemannienne sur les espaces des chemins.) Zbl 0809.60069Cruzeiro, Ana-Bela; Malliavin, Paul 5 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. (Intégration et analyse de Fourier, probabilités et analyse Gaussienne.) Zbl 0806.28001Malliavin, Paul; Airault, Hélène 2 1994 On the norm of a Gaussian circulant matrix. (Sur la norme d’une matrice circulante gaussienne.) Zbl 0807.60027Malliavin, Paul 2 1994 Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus. Zbl 0798.58080Fang, Shizan; Malliavin, Paul 51 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. (Mesures plurisousharmoniques et mesures de Wiener.) Zbl 0803.58009Malliavin, P.; Vauthier, Jacques 1 1993 Compact families of Wiener functionals. Zbl 0782.60002Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 31 1992 Integration on loop groups. II: Heat equation for the Wiener measure. Zbl 0787.22021Airault, H.; Malliavin, P. 30 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 Smooth \(\sigma\)-fields. Zbl 0754.60053Malliavin, Paul 4 1991 An infinitesimally quasi invariant measure on the group of diffeomorphisms of the circle. Zbl 0776.58007Malliavin, Marie Paule; Malliavin, Paul 3 1991 The regular representation of loop groups. (La représentation regulière des groupes de lacets.) Zbl 0824.22015Malliavin, Marie-Paule; Malliavin, Paul 1 1991 Integration on loop groups. I: Quasi invariant measures. Zbl 0715.22024Malliavin, Marie-Paule; Malliavin, Paul 45 1990 Hypoellipticity in infinite dimensions. Zbl 0723.60059Malliavin, Paul 11 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 The collected works of Arne Beurling. Volume 1: Complex analysis. Volume 2: Harmonic analysis. Ed. by Lennart Carleson, Paul Malliavin, John Neuberger, John Wermer. Zbl 0732.01042Beurling, Arne 120 1989 Intégration géométrique sur l’espace de Wiener. (Geometric integration on the Wiener space). Zbl 0656.60046Airault, H.; Malliavin, P. 57 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 11 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 Analyse différentielle sur l’espace de Wiener. Zbl 0567.60045Malliavin, Paul 2 1984 La vie et l’oeuvre de Szolem Mandelbrojt. (Life and work of Szolem Mandelbrojt). Zbl 0569.01027Malliavin, P. 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 1 1979 Factorisations de fonctions et de vecteurs indefiniment différentiables. Zbl 0392.43013Dixmier, Jacques; Malliavin, Paul 120 1978 Stochastic calculus of variation and hypoelliptic operators. Zbl 0411.60060Malliavin, Paul 93 1978 \(C^k\)-hypoellipticity with degeneracy. Zbl 0449.58022Malliavin, Paul 24 1978 ...and 51 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,347 Authors 41 Malliavin, Paul 36 Zhang, Xicheng 35 Cruzeiro, Ana-Bela 30 Fang, Shizan 28 Airault, Hélène 21 Léandre, Rémi 20 Ren, Jiagang 18 Albeverio, Sergio A. 17 Yamada, Toshihiro 15 Da Prato, Giuseppe 15 Driver, Bruce K. 15 Mancino, Maria Elvira 15 Ustunel, Ali Suleyman 14 Bogachev, Vladimir Igorevich 13 Li, Xiang-Dong 13 Nualart, David 13 Proske, Frank Norbert 13 Röckner, Michael 13 Thalmaier, Anton 11 Gordina, Maria 11 Luo, Dejun 11 Ulanovskii, Alexander M. 10 Hall, Brian C. 10 Yoshida, Nakahiro 10 Zakai, Moshe 9 Gaveau, Bernard 9 Kohatsu-Higa, Arturo 9 Krivosheev, Aleksandr Sergeevich 9 Olevskii, Alexander Moiseevich 9 Takahashi, Akihiko 9 Zhang, Tusheng S. 8 Benedetto, John Joseph 8 Flandoli, Franco 8 Krivosheeva, Olesya Aleksandrovna 8 Taniguchi, Setsuo 7 Aida, Shigeki 7 Bismut, Jean-Michel 7 Deng, Guantie 7 Ginzburg, David 7 Liang, Zongxia 7 Nourdin, Ivan 7 Qian, Zhongmin M. 7 Renò, Roberto 7 Tindel, Samy 7 Tubaro, Luciano 7 Zhao, Huaizhong 6 Baños, David R. 6 Baudoin, Fabrice 6 Chen, Xin 6 Elworthy, K. David 6 Friz, Peter Karl 6 Hairer, Martin 6 He, Kai 6 Inahama, Yuzuru 6 Khabibullin, Bulat Nurmievich 6 Koosis, Paul 6 Li, Xue-Mei 6 Lunardi, Alessandra 6 Ogawa, Shigeyoshi 6 Øksendal, Bernt Karsten 6 Peccati, Giovanni 6 Poltoratski, Alexei G. 6 Privault, Nicolas 6 Rassias, John Michael 6 Sanfelici, Simona 6 Shigekawa, Ichiro 6 Zambrini, Jean-Claude 5 Arnaudon, Marc 5 Baranov, Anton D. 5 Beuzart-Plessis, Raphaël 5 Bouleau, Nicolas 5 Boussejra, Abdelhamid 5 Brzeźniak, Zdzisław 5 Gross, Leonard 5 Kahane, Jean-Pierre 5 Matthies, Hermann Georg 5 Mayer-Wolf, Eduardo 5 Ngo, Hoang-Long 5 Penney, Richard C. 5 Pesenson, Isaac Zalmanovich 5 Shao, Jinghai 5 Soudry, David 5 Stroock, Daniel W. 5 Tudor, Ciprian A. 5 Vasilev, Alexander 5 Wu, Bo 5 Xiang, Kai-Nan 5 Yang, Xiangdong 4 Amaba, Takafumi 4 Ambrosio, Luigi 4 Bally, Vlad 4 Barucci, Emilio 4 Bauer, Robert Otto 4 Belov, Yurii S. 4 Charbonnel, Jean-Yves 4 Di Nunno, Giulia 4 Feng, Chunrong 4 Feyel, Denis 4 Fukushima, Masatoshi 4 Gröchenig, Karlheinz ...and 1,247 more Authors all top 5 Cited in 304 Serials 229 Journal of Functional Analysis 53 Bulletin des Sciences Mathématiques 49 Stochastic Processes and their Applications 39 Probability Theory and Related Fields 35 The Annals of Probability 34 Journal of Mathematical Analysis and Applications 32 Comptes Rendus. Mathématique. Académie des Sciences, Paris 25 Potential Analysis 23 Journal de Mathématiques Pures et Appliquées. Neuvième Série 22 Proceedings of the American Mathematical Society 22 Transactions of the American Mathematical Society 18 Infinite Dimensional Analysis, Quantum Probability and Related Topics 17 Annales de l’Institut Fourier 15 Israel Journal of Mathematics 15 Journal d’Analyse Mathématique 15 Acta Mathematica 14 Advances in Mathematics 13 Stochastics 12 Mathematical Notes 12 Bulletin de la Société Mathématique de France 12 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 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 Journal of Mathematical Sciences (New York) 9 Inventiones Mathematicae 9 Mathematische Annalen 9 Journal of Theoretical Probability 9 International Journal of Theoretical and Applied Finance 9 Stochastics and Dynamics 9 Stochastic and Partial Differential Equations. Analysis and Computations 8 Journal of Mathematical Physics 8 Reviews in Mathematical Physics 8 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 8 Compositio Mathematica 8 Journal of Approximation Theory 8 Statistics & Probability Letters 8 The Journal of Geometric Analysis 8 Bulletin of the American Mathematical Society. New Series 8 Electronic Journal of Probability 7 Arkiv för Matematik 7 Journal of Differential Equations 7 Publications of the Research Institute for Mathematical Sciences, Kyoto University 7 Bernoulli 6 Duke Mathematical Journal 6 Journal of the Mathematical Society of Japan 6 Monatshefte für Mathematik 6 Acta Applicandae Mathematicae 6 Acta Mathematicae Applicatae Sinica. English Series 6 Monte Carlo Methods and Applications 6 The Journal of Fourier Analysis and Applications 6 Quantitative Finance 6 Bulletin of the American Mathematical Society 5 Ukrainian Mathematical Journal 5 Journal of Geometry and Physics 5 Tôhoku Mathematical Journal. Second Series 5 Revista Matemática Iberoamericana 5 Theory of Probability and Mathematical Statistics 5 Decisions in Economics and Finance 5 Ufimskiĭ Matematicheskiĭ Zhurnal 4 Annali di Matematica Pura ed Applicata. Serie Quarta 4 Functional Analysis and its Applications 4 Journal of Number Theory 4 Journal of Soviet Mathematics 4 Mathematische Zeitschrift 4 Proceedings of the Japan Academy. Series A 4 Chinese Annals of Mathematics. Series B 4 Journal of the American Mathematical Society 4 Science in China. Series A 4 Japan Journal of Industrial and Applied Mathematics 4 Applied Mathematical Finance 4 Sbornik: Mathematics 4 Abstract and Applied Analysis 4 Annals of Mathematics. Second Series 4 Statistical Inference for Stochastic Processes 4 Journal of Evolution Equations 4 Acta Mathematica Scientia. Series B. (English Edition) 4 Asia-Pacific Financial Markets 4 Frontiers of Mathematics in China 4 Analysis and Mathematical Physics 4 Japanese Journal of Statistics and Data Science 3 Analysis Mathematica 3 Reports on Mathematical Physics 3 Applied Mathematics and Computation 3 Archiv der Mathematik 3 Journal of Computational and Applied Mathematics 3 Mathematical Systems Theory 3 Rendiconti del Seminario Matemàtico e Fisico di Milano 3 Siberian Mathematical Journal 3 Physica D 3 Applied Numerical Mathematics 3 Geometric and Functional Analysis. GAFA 3 Computational Statistics and Data Analysis 3 Stochastics and Stochastics Reports 3 St. Petersburg Mathematical Journal 3 Finance and Stochastics 3 Doklady Mathematics ...and 204 more Serials all top 5 Cited in 53 Fields 733 Probability theory and stochastic processes (60-XX) 263 Global analysis, analysis on manifolds (58-XX) 167 Partial differential equations (35-XX) 163 Functional analysis (46-XX) 146 Topological groups, Lie groups (22-XX) 120 Functions of a complex variable (30-XX) 110 Harmonic analysis on Euclidean spaces (42-XX) 101 Operator theory (47-XX) 101 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 96 Statistics (62-XX) 92 Abstract harmonic analysis (43-XX) 68 Differential geometry (53-XX) 66 Numerical analysis (65-XX) 63 Measure and integration (28-XX) 54 Quantum theory (81-XX) 53 Number theory (11-XX) 53 Potential theory (31-XX) 49 Several complex variables and analytic spaces (32-XX) 49 Dynamical systems and ergodic theory (37-XX) 36 Ordinary differential equations (34-XX) 32 Systems theory; control (93-XX) 30 Approximations and expansions (41-XX) 29 Nonassociative rings and algebras (17-XX) 27 Information and communication theory, circuits (94-XX) 26 Fluid mechanics (76-XX) 21 Real functions (26-XX) 19 Integral transforms, operational calculus (44-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 14 Difference and functional equations (39-XX) 14 Statistical mechanics, structure of matter (82-XX) 10 Special functions (33-XX) 8 Combinatorics (05-XX) 8 Manifolds and cell complexes (57-XX) 7 History and biography (01-XX) 7 Computer science (68-XX) 7 Biology and other natural sciences (92-XX) 6 Linear and multilinear algebra; matrix theory (15-XX) 6 Algebraic topology (55-XX) 6 Relativity and gravitational theory (83-XX) 6 Operations research, mathematical programming (90-XX) 5 Mechanics of particles and systems (70-XX) 4 Group theory and generalizations (20-XX) 4 Mechanics of deformable solids (74-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Sequences, series, summability (40-XX) 3 Convex and discrete geometry (52-XX) 2 Mathematical logic and foundations (03-XX) 2 Algebraic geometry (14-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Associative rings and algebras (16-XX) 1 Integral equations (45-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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