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 1,139 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 1 Séminaire de Mathématiques Supérieures 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 153 Publications have been cited 2,142 times in 1,525 Documents Cited by ▼ Year ▼ Stochastic analysis. Zbl 0878.60001 Malliavin, Paul 285 1997 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 0732.01042 Beurling, Arne 143 1989 Factorisations de fonctions et de vecteurs indefiniment différentiables. Zbl 0392.43013 Dixmier, Jacques; Malliavin, Paul 125 1978 Stochastic calculus of variation and hypoelliptic operators. Zbl 0411.60060 Malliavin, Paul 112 1978 Fourier series method for measurement of multivariate volatilities. Zbl 1008.62091 Malliavin, Paul; Mancino, Maria Elvira 80 2002 On the closure of characters and the zeros of entire functions. Zbl 0171.11901 Beurling, A.; Malliavin, P. 78 1967 On Fourier transforms of measures with compact support. Zbl 0127.32601 Beurling, A.; Malliavin, P. 74 1962 Stochastic calculus of variations in mathematical finance. Zbl 1124.91035 Malliavin, 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 1006.60073 Malliavin, Paul 60 1999 Renormalized differential geometry on path space: Structural equation, curvature. Zbl 0869.60060 Cruzeiro, Ana-Bela; Malliavin, Paul 58 1996 Intégration géométrique sur l’espace de Wiener. (Geometric integration on the Wiener space). Zbl 0656.60046 Airault, H.; Malliavin, P. 57 1988 Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus. Zbl 0798.58080 Fang, Shizan; Malliavin, Paul 53 1993 A Fourier transform method for nonparametric estimation of multivariate volatility. Zbl 1168.62030 Malliavin, Paul; Mancino, Maria Elvira 47 2009 Integration on loop groups. I: Quasi invariant measures. Zbl 0715.22024 Malliavin, Marie-Paule; Malliavin, Paul 45 1990 Formules de la moyenne, calcul de perturbations et théoremes d’annulation pour les formes harmoniques. Zbl 0425.58022 Malliavin, Paul 45 1974 Integration and probability. Zbl 0874.28001 Malliavin, Paul 40 1995 Hall’s transform and the Segal-Bargmann map. Zbl 0869.22006 Gross, Leonard; Malliavin, Paul 37 1996 Compact families of Wiener functionals. Zbl 0782.60002 Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 34 1992 Integration on loop groups. II: Heat equation for the Wiener measure. Zbl 0787.22021 Airault, H.; Malliavin, P. 31 1992 Unitarizing probability measures for representations of Virasoro algebra. Zbl 1032.58021 Airault, Hélène; Malliavin, Paul 30 2001 Sur quelques procédés d’extrapolation. Zbl 0067.05104 Malliavin, Paul 26 1955 Impossibilité de la synthèse spectrale sur les groupes abéliens non compacts. Zbl 0101.09403 Malliavin, P. 24 1959 \(C^k\)-hypoellipticity with degeneracy. Zbl 0449.58022 Malliavin, Paul 24 1978 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063 Malliavin, Paul; Stroock, Daniel W. 23 1996 Géométrie différentielle stochastique. Notes redigees par Daniele Dehen et Dominique Michel. Zbl 0393.60062 Malliavin, Paul 22 1978 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006 Malliavin, Paul; Nualart, David 22 1993 On small entire functions of exponential type with given zeros. Zbl 0126.29002 Malliavin, Paul; Rubel, L. A. 20 1961 Factorisations et lois limites de la diffusion horizontale au-dessus d’un espace riemannien symétrique. Zbl 0291.53025 Malliavin, Marie-Paule; Malliavin, Paul 20 1974 Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry. Zbl 1111.58032 Airault, Hélène; Malliavin, Paul 19 2006 Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality. Zbl 0762.22019 Malliavin, Marie-Paule; Malliavin, Paul 19 1992 Non perturbative construction of invariant measure through confinement by curvature. Zbl 0908.60048 Cruzeiro, A.-B.; Malliavin, P. 16 1998 Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation. Zbl 1109.58035 Cruzeiro, Ana-Bela; Flandoli, Franco; Malliavin, Paul 15 2007 Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space. Zbl 0873.60040 Malliavin, Paul; Taniguchi, Setsuo 15 1997 Intrinsic differential geometry. (Géométrie différentielle intrinsèque.) Zbl 0282.53001 Malliavin, Paul 14 1972 Intégrales de Lusin-Calderon pour les fonctions biharmoniques. Zbl 0386.31005 Malliavin, Marie-Paule; Malliavin, Paul 13 1977 Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows. Zbl 1061.60085 Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 13 2004 Implicit functions in finite corank on the Wiener space. Zbl 0546.60003 Malliavin, Paul 12 1984 Poisson formula and compound diffusion associated to an overdetermined elliptic system on the Siegel halfplane of rank two. Zbl 0318.60066 Koranyi, A.; Malliavin, P. 12 1975 Hypoellipticity in infinite dimensions. Zbl 0723.60059 Malliavin, Paul 12 1990 Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation. Zbl 1046.65006 Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton 11 2004 Sur le reste de la loi asymptotique de répartition des nombres premiers généralises de Beurling. Zbl 0102.28204 Malliavin, Paul 11 1961 Naturality of quasi-invariance of some measures. Zbl 0767.28013 Malliavin, Paul 11 1991 Sur certaines intégrales stochastiques oscillantes. Zbl 0526.60050 Malliavin, Paul 10 1982 Smoothness of stopping times of diffusion processes. Zbl 0958.60054 Airault, Hélène; Malliavin, Paul; Ren, Jiagang 10 1999 Fonctions de Green d’un ouvert strictement pseudo-convexe et classe de Nevanlinna. Zbl 0279.32005 Malliavin, Paul 10 1974 Integration by parts formulas and dilatation vector fields on elliptic probability spaces. Zbl 0867.60031 Airault, Helene; Malliavin, Paul 10 1996 Infinite-dimensional analysis. Zbl 0869.60046 Malliavin, Paul 9 1993 Intégration et probabilités. Analyse de Fourier et analyse spectrale. Zbl 0509.28001 Malliavin, P. 9 1982 Sur la croissance radiale d’une fonction méromorphe. Zbl 0077.07703 Malliavin, Paul 9 1957 Caractérisation arithmétique d’une classe d’ensembles de Helson. Zbl 0154.02401 Malliavin-Brameret, M.-P.; Malliavin, P. 9 1967 Asymptotic of the Green’s function of a Riemannian manifold and. Zbl 0449.60040 Malliavin, Paul 9 1974 Density minoration of a strongly non-degenerated random variable. Zbl 1175.60055 Malliavin, Paul; Nualart, Eulalia 8 2009 Calcul symbolique et sous-algèbres de \(L_1(G)\). Zbl 0093.12605 Malliavin, Paul 8 1959 Les anneaux normés commutatifs. Avec un appendice par J. P. Kahane et P. Malliavin. Traduit du russe par Jean Luc et Myriam Verley. Zbl 0134.32104 Gelfand, I. M.; Raikov, D. A.; Chilow, G. E. 8 1964 Numerical error for SDE: Asymptotic expansion and hyperdistributions. Zbl 1028.60054 Malliavin, Paul; Thalmaier, Anton 8 2003 Support of Virasoro unitarizing measures. Zbl 1033.58030 Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 8 2002 Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor. Zbl 1143.58015 Cruzeiro, Ana-Bela; Malliavin, Paul 7 2008 Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures. Zbl 1235.60059 Malliavin, Paul 7 2008 Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry. Zbl 1010.58026 Cruzeiro, Ana-Bela; Malliavin, Paul 7 2000 Un théorème tauberian avec reste pour la transformee de Stieltjes. Zbl 0109.33401 Malliavin, P. 7 1962 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 0585.60065 Malliavin, Paul 7 1986 On the multiplier theorem for Fourier transforms of measures with compact support. Zbl 0423.42009 Malliavin, Paul 7 1979 The price-volatility feedback rate: an implementable mathematical indicator of market stability. Zbl 1049.91056 Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; Renò, Roberto; Thalmaier, Anton 7 2003 Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081 Airault, Hélène; Malliavin, Paul; Viens, Frederi 6 2010 Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering. Zbl 0937.60051 Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 6 1999 Estimation of a Lorentzian signal. (Estimation d’un signal lorentzien.) Zbl 0815.62068 Malliavin, Paul 6 1994 Approximation polynomiale sur un arc analytique dans le plan complexe. Zbl 0217.38502 Malliavin, P.; Siddiqi, J. A. 6 1971 Classes de fonctions monogenes et approximation par des sommes d’exponentielles sur un arc rectifiable de C. Zbl 0331.30030 Malliavin, Paul; Siddiqi, Jamil A. 6 1976 Intégrales stochastiques oscillantes et une formule de Feynman-Kac positive (Oscillatory stochastic integrals and a positive Feynman-Kac formula). Zbl 0574.60062 Malliavin, Paul 6 1985 Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Zbl 0791.60040 Malliavin, Paul; Nualart, David 6 1993 Selected papers of Alberto P. Calderón with commentary. Edited by Alexandra Bellow, Carlos E. Kenig and Paul Malliavin. Zbl 1140.01021 Calderón, Alberto P. 5 2008 A probabilistic Weitzenböck formula on Riemannian path space. Zbl 0972.58012 Cruzeiro, A. B.; Fang, S.; Malliavin, P. 5 2000 Verification statistique de la conjecture de la dichotomie sur une classe d’algèbres de restriction. Zbl 0143.36002 Katznelson, Y.; Malliavin, P. 5 1966 Moving frame and Riemannian geometry on path spaces. (Repère mobile et géométrie riemannienne sur les espaces des chemins.) Zbl 0809.60069 Cruzeiro, Ana-Bela; Malliavin, Paul 5 1994 Invertible operators and interpolation in AU spaces. Zbl 0331.46031 Ehrenpreis, Leon; Malliavin, Paul 5 1974 A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics. Zbl 1171.35025 Malliavin, 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 1210.60055 Cruzeiro, Ana-Bela; Malliavin, Paul 5 2009 Champs de Jacobi stochastiques. Zbl 0403.49027 Malliavin, Paul 5 1977 Invariant measures for Ornstein-Uhlenbeck operators. Zbl 1129.58012 Airault, Hélène; Malliavin, Paul 5 2007 An infinitesimally quasi invariant measure on the group of diffeomorphisms of the circle. Zbl 0776.58007 Malliavin, Marie Paule; Malliavin, Paul 4 1991 Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori. Zbl 1143.58016 Malliavin, Paul; Ren, Jiagang 4 2008 Asymptotic ergodicity for the Zakai filtering equation. Zbl 0838.60039 Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 4 1995 Sur l’impossibilité de la synthèse spectrale dans une algèbre de fonctions presque périodiques. Zbl 0188.20402 Malliavin, Paul 4 1959 Paramètrix trajectorielle pour un opérateur hypoelliptique et repere mobile stochastique. Zbl 0325.60056 Malliavin, Paul 4 1975 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 0568.60058 Malliavin, Paul 4 1984 Analyticité réelle des lois conditionnelles de fonctionnelles additives. (Real analyticity of conditional laws of additive functionals). Zbl 0591.60058 Malliavin, 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 0609.35026 Malliavin, Paul 4 1985 Smooth \(\sigma\)-fields. Zbl 0754.60053 Malliavin, Paul 4 1991 Régularité de lois conditionnelles et calcul des variations stochastiques. Zbl 0417.60077 Malliavin, Paul 4 1979 Non-existence of infinitesimally invariant measures on loop groups. Zbl 1141.58006 Cruzeiro, Ana Bela; Malliavin, Paul 3 2008 Calcul des variations stochastiques subordonne an processus de la chaleur. Zbl 0516.58045 Malliavin, Paul 3 1982 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 0860.60048 Malliavin, Paul; Taniguchi, Setsuo 3 1996 Regularized Brownian motion on the Siegel disk of infinite dimension. Zbl 0971.60071 Airault, H.; Malliavin, P. 3 2000 A class of anticipative tangent processes on the Wiener space. Zbl 0987.60065 Cruzeiro, Ana-Bela; Malliavin, Paul 3 2001 Riesz transforms, commutators, and stochastic integrals. Zbl 0954.60045 Cruzeiro, A. B.; Malliavin, P. 3 1999 Calcul symbolique et sous-algèbres de \(L_1(G)\). (Suite.). Zbl 0093.12701 Malliavin, Paul 3 1959 Analyse harmonique dans quelques algèbres homogenes. Zbl 0165.15901 Katznelson, Y.; Malliavin, P. 3 1967 Sur l’impossibilité de la synthèse spectrale sur la droite. Zbl 0188.20403 Malliavin, Paul 3 1959 Sur la répartition des zéros d’une fonction de la classe de Nevanlinna dans le polydisque. Zbl 0217.10802 Malliavin, P. 3 1970 Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold. Zbl 1101.58023 Cruzeiro, A. B.; Malliavin, P. 3 2006 Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081 Airault, Hélène; Malliavin, Paul; Viens, Frederi 6 2010 Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric. Zbl 1213.60129 Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 3 2010 A Fourier transform method for nonparametric estimation of multivariate volatility. Zbl 1168.62030 Malliavin, Paul; Mancino, Maria Elvira 47 2009 Density minoration of a strongly non-degenerated random variable. Zbl 1175.60055 Malliavin, Paul; Nualart, Eulalia 8 2009 Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk. Zbl 1210.60055 Cruzeiro, Ana-Bela; Malliavin, Paul 5 2009 Corrigendum to “Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor”. Zbl 1167.58310 Cruzeiro, A. B.; Malliavin, Paul 2 2009 Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion. Zbl 1192.60078 Cruzeiro, Ana Bela; Malliavin, Paul 1 2009 Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor. Zbl 1143.58015 Cruzeiro, Ana-Bela; Malliavin, Paul 7 2008 Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures. Zbl 1235.60059 Malliavin, Paul 7 2008 Selected papers of Alberto P. Calderón with commentary. Edited by Alexandra Bellow, Carlos E. Kenig and Paul Malliavin. Zbl 1140.01021 Calderón, Alberto P. 5 2008 Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori. Zbl 1143.58016 Malliavin, Paul; Ren, Jiagang 4 2008 Non-existence of infinitesimally invariant measures on loop groups. Zbl 1141.58006 Cruzeiro, Ana Bela; Malliavin, Paul 3 2008 Stochastic evolution of inviscid Burgers fluid. Zbl 1173.76005 Cruzeiro, Ana Bela; Malliavin, Paul 2 2008 Stochastic parallel transport on the \(d\)-dimensional torus. Zbl 1169.58013 Cruzeiro, Ana Bela; Malliavin, Paul 1 2008 Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation. Zbl 1109.58035 Cruzeiro, 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 1171.35025 Malliavin, Paul; Mancino, Maria Elvira; Recchioni, Maria Cristina 5 2007 Invariant measures for Ornstein-Uhlenbeck operators. Zbl 1129.58012 Airault, Hélène; Malliavin, Paul 5 2007 Itō atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras. Zbl 1133.91027 Malliavin, Paul 1 2007 Stochastic calculus of variations in mathematical finance. Zbl 1124.91035 Malliavin, Paul; Thalmaier, Anton 69 2006 Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry. Zbl 1111.58032 Airault, Hélène; Malliavin, Paul 19 2006 Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold. Zbl 1101.58023 Cruzeiro, A. B.; Malliavin, P. 3 2006 Harmonic analysis methods for nonparametric estimation of volatility: theory and applications. Zbl 1108.62106 Barucci, 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 1111.43001 Malliavin, 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 1061.60085 Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 13 2004 Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation. Zbl 1046.65006 Cruzeiro, Ana Bela; Malliavin, Paul; Thalmaier, Anton 11 2004 Backward regularity for some infinite dimensional hypoelliptic semi-groups. Zbl 1087.58023 Airault, Hélène; Mallisavin, Paul 1 2004 Geometry of foliations on the Wiener space and stochastic calculus of variations. Zbl 1064.60123 Airault, Hélène; Malliavin, Paul; Ren, Jiagang 1 2004 Numerical error for SDE: Asymptotic expansion and hyperdistributions. Zbl 1028.60054 Malliavin, Paul; Thalmaier, Anton 8 2003 The price-volatility feedback rate: an implementable mathematical indicator of market stability. Zbl 1049.91056 Barucci, Emilio; Malliavin, Paul; Mancino, Maria Elvira; Renò, Roberto; Thalmaier, Anton 7 2003 Fourier series method for measurement of multivariate volatilities. Zbl 1008.62091 Malliavin, Paul; Mancino, Maria Elvira 80 2002 Support of Virasoro unitarizing measures. Zbl 1033.58030 Airault, Hélène; Malliavin, Paul; Thalmaier, Anton 8 2002 Instantaneous liquidity rate, its econometric measurement by volatility feedback. Zbl 1050.91048 Malliavin, Paul; Mancino, Maria Elvira 2 2002 Stochastic calculus of variations and Harnack inequality on Riemannian path spaces. Zbl 1030.60041 Cruzeiro, Ana-Bela; Malliavin, Paul 2 2002 Unitarizing probability measures for representations of Virasoro algebra. Zbl 1032.58021 Airault, Hélène; Malliavin, Paul 30 2001 A class of anticipative tangent processes on the Wiener space. Zbl 0987.60065 Cruzeiro, Ana-Bela; Malliavin, Paul 3 2001 Functorial analysis in geometric probability theory. Zbl 0987.60064 Airault, Hélène; Malliavin, Paul 2 2001 Probability and geometry. Zbl 0998.58025 Malliavin, Paul 2 2001 Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry. Zbl 1010.58026 Cruzeiro, Ana-Bela; Malliavin, Paul 7 2000 A probabilistic Weitzenböck formula on Riemannian path space. Zbl 0972.58012 Cruzeiro, A. B.; Fang, S.; Malliavin, P. 5 2000 Regularized Brownian motion on the Siegel disk of infinite dimension. Zbl 0971.60071 Airault, 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 1006.60073 Malliavin, Paul 60 1999 Smoothness of stopping times of diffusion processes. Zbl 0958.60054 Airault, Hélène; Malliavin, Paul; Ren, Jiagang 10 1999 Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering. Zbl 0937.60051 Da Prato, Giuseppe; Fuhrman, Marco; Malliavin, Paul 6 1999 Riesz transforms, commutators, and stochastic integrals. Zbl 0954.60045 Cruzeiro, A. B.; Malliavin, P. 3 1999 Non perturbative construction of invariant measure through confinement by curvature. Zbl 0908.60048 Cruzeiro, A.-B.; Malliavin, P. 16 1998 Energy identities and estimates for anticipative stochastic integrals on a Riemannian manifold. Zbl 0934.58037 Cruzeiro, A. B.; Malliavin, P. 3 1998 Stochastic analysis. Zbl 0878.60001 Malliavin, Paul 285 1997 Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space. Zbl 0873.60040 Malliavin, Paul; Taniguchi, Setsuo 15 1997 Renormalized differential geometry on path space: Structural equation, curvature. Zbl 0869.60060 Cruzeiro, Ana-Bela; Malliavin, Paul 58 1996 Hall’s transform and the Segal-Bargmann map. Zbl 0869.22006 Gross, Leonard; Malliavin, Paul 37 1996 Short time behavior of the heat kernel and its logarithmic deviatives. Zbl 0873.58063 Malliavin, Paul; Stroock, Daniel W. 23 1996 Integration by parts formulas and dilatation vector fields on elliptic probability spaces. Zbl 0867.60031 Airault, 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 0860.60048 Malliavin, Paul; Taniguchi, Setsuo 3 1996 Integration and probability. Zbl 0874.28001 Malliavin, Paul 40 1995 Asymptotic ergodicity for the Zakai filtering equation. Zbl 0838.60039 Da 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 0830.58033 Airault, 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 0842.58076 Cruzeiro, Ana-Bela; Malliavin, Paul 2 1995 Applications and foundations of quasi sure analysis. Zbl 0847.60034 Malliavin, Paul 1 1995 Estimation of a Lorentzian signal. (Estimation d’un signal lorentzien.) Zbl 0815.62068 Malliavin, Paul 6 1994 Moving frame and Riemannian geometry on path spaces. (Repère mobile et géométrie riemannienne sur les espaces des chemins.) Zbl 0809.60069 Cruzeiro, 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 0806.28001 Malliavin, Paul; Airault, Hélène 3 1994 On the norm of a Gaussian circulant matrix. (Sur la norme d’une matrice circulante gaussienne.) Zbl 0807.60027 Malliavin, Paul 2 1994 Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus. Zbl 0798.58080 Fang, Shizan; Malliavin, Paul 53 1993 Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space. Zbl 0783.60006 Malliavin, Paul; Nualart, David 22 1993 Infinite-dimensional analysis. Zbl 0869.60046 Malliavin, Paul 9 1993 Quasi sure analysis and Stratonovich anticipative stochastic differential equations. Zbl 0791.60040 Malliavin, Paul; Nualart, David 6 1993 Universal Wiener space. Zbl 0795.60027 Malliavin, Paul 2 1993 Plurisubharmonic measures and Wiener measures. (Mesures plurisousharmoniques et mesures de Wiener.) Zbl 0803.58009 Malliavin, P.; Vauthier, Jacques 1 1993 Compact families of Wiener functionals. Zbl 0782.60002 Da Prato, Giuseppe; Malliavin, Paul; Nualart, David 34 1992 Integration on loop groups. II: Heat equation for the Wiener measure. Zbl 0787.22021 Airault, H.; Malliavin, P. 31 1992 Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality. Zbl 0762.22019 Malliavin, Marie-Paule; Malliavin, Paul 19 1992 Naturality of quasi-invariance of some measures. Zbl 0767.28013 Malliavin, Paul 11 1991 An infinitesimally quasi invariant measure on the group of diffeomorphisms of the circle. Zbl 0776.58007 Malliavin, Marie Paule; Malliavin, Paul 4 1991 Smooth \(\sigma\)-fields. Zbl 0754.60053 Malliavin, Paul 4 1991 The regular representation of loop groups. (La représentation regulière des groupes de lacets.) Zbl 0824.22015 Malliavin, Marie-Paule; Malliavin, Paul 1 1991 Integration on loop groups. I: Quasi invariant measures. Zbl 0715.22024 Malliavin, Marie-Paule; Malliavin, Paul 45 1990 Hypoellipticity in infinite dimensions. Zbl 0723.60059 Malliavin, Paul 12 1990 Mesures quasi invariantes sur certains groupes de dimension infinie. (Quasi-invariant measures on some groups of infinite dimension). Zbl 0724.43001 Malliavin, 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 0732.01042 Beurling, Arne 143 1989 Intégration géométrique sur l’espace de Wiener. (Geometric integration on the Wiener space). Zbl 0656.60046 Airault, 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 0642.60043 Katznelson, Yitzhak; Malliavin, Paul 2 1988 Image des points critiques d’une application regulière. (Image of critical points of a regular map). Zbl 0659.60080 Malliavin, Paul; Katznelson, Y. 1 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 0585.60065 Malliavin, Paul 7 1986 Analyticité réelle des lois conditionnelles de fonctionnelles additives. (Real analyticity of conditional laws of additive functionals). Zbl 0591.60058 Malliavin, 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 0591.60059 Malliavin, Paul 1 1986 Intégrales stochastiques oscillantes et une formule de Feynman-Kac positive (Oscillatory stochastic integrals and a positive Feynman-Kac formula). Zbl 0574.60062 Malliavin, 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 0609.35026 Malliavin, Paul 4 1985 Implicit functions in finite corank on the Wiener space. Zbl 0546.60003 Malliavin, Paul 12 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 0568.60058 Malliavin, Paul 4 1984 Analyse différentielle sur l’espace de Wiener. Zbl 0567.60045 Malliavin, Paul 2 1984 La vie et l’oeuvre de Szolem Mandelbrojt. (Life and work of Szolem Mandelbrojt). Zbl 0569.01027 Malliavin, P. 1 1984 Diffusion on the loops. Zbl 0502.58039 Malliavin, Paul 1 1983 Sur certaines intégrales stochastiques oscillantes. Zbl 0526.60050 Malliavin, Paul 10 1982 Intégration et probabilités. Analyse de Fourier et analyse spectrale. Zbl 0509.28001 Malliavin, P. 9 1982 Calcul des variations stochastiques subordonne an processus de la chaleur. Zbl 0516.58045 Malliavin, Paul 3 1982 On the multiplier theorem for Fourier transforms of measures with compact support. Zbl 0423.42009 Malliavin, Paul 7 1979 Régularité de lois conditionnelles et calcul des variations stochastiques. Zbl 0417.60077 Malliavin, Paul 4 1979 Stochastic Jacobi fields. Zbl 0447.58035 Malliavin, Paul 2 1979 Approximation polynomiale ponderee et produits canoniques. Zbl 0421.41007 Malliavin, Paul 1 1979 Factorisations de fonctions et de vecteurs indefiniment différentiables. Zbl 0392.43013 Dixmier, Jacques; Malliavin, Paul 125 1978 ...and 53 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,415 Authors 41 Malliavin, Paul 36 Zhang, Xicheng 35 Cruzeiro, Ana-Bela 30 Fang, Shizan 28 Airault, Hélène 22 Ren, Jiagang 21 Léandre, Rémi 18 Albeverio, Sergio A. 17 Yamada, Toshihiro 15 Bogachev, Vladimir Igorevich 15 Da Prato, Giuseppe 15 Driver, Bruce K. 15 Mancino, Maria Elvira 15 Ustunel, Ali Suleyman 14 Proske, Frank Norbert 13 Li, Xiang-Dong 13 Nualart, David 13 Röckner, Michael 13 Thalmaier, Anton 11 Gordina, Maria 11 Luo, Dejun 11 Ulanovskii, Alexander M. 10 Hall, Brian C. 10 Krivosheev, Aleksandr Sergeevich 10 Yoshida, Nakahiro 10 Zakai, Moshe 9 Gaveau, Bernard 9 Kohatsu-Higa, Arturo 9 Krivosheeva, Olesya Aleksandrovna 9 Olevskii, Alexander Moiseevich 9 Takahashi, Akihiko 9 Tindel, Samy 9 Zhang, Tusheng S. 8 Benedetto, John Joseph 8 Flandoli, Franco 8 Taniguchi, Setsuo 8 Zhao, Huaizhong 7 Aida, Shigeki 7 Baños, David R. 7 Baudoin, Fabrice 7 Bismut, Jean-Michel 7 Chen, Xin 7 Deng, Guantie 7 Elworthy, K. David 7 Ginzburg, David 7 Inahama, Yuzuru 7 Li, Xue-Mei 7 Liang, Zongxia 7 Nourdin, Ivan 7 Qian, Zhongmin M. 7 Renò, Roberto 7 Tubaro, Luciano 7 Zambrini, Jean-Claude 6 Baranov, Anton D. 6 Bouleau, Nicolas 6 Friz, Peter 6 Hairer, Martin 6 He, Kai 6 Khabibullin, Bulat Nurmievich 6 Koosis, Paul 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 Wu, Bo 5 Arnaudon, Marc 5 Belov, Yurii S. 5 Beuzart-Plessis, Raphaël 5 Boussejra, Abdelhamid 5 Brzeźniak, Zdzisław 5 Feng, Chunrong 5 Gross, Leonard 5 Kahane, Jean-Pierre 5 Matthies, Hermann Georg 5 Mayer-Wolf, Eduardo 5 Menoukeu Pamen, Olivier 5 Meyer-Brandis, Thilo 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 Wang, Feng-Yu 5 Xiang, Kai-Nan 5 Yang, Xiangdong 5 Zhang, Hua 4 Amaba, Takafumi 4 Ambrosio, Luigi 4 Bally, Vlad 4 Barucci, Emilio 4 Bauer, Robert Otto 4 Charbonnel, Jean-Yves ...and 1,315 more Authors all top 5 Cited in 316 Serials 230 Journal of Functional Analysis 53 Bulletin des Sciences Mathématiques 52 Stochastic Processes and their Applications 41 Probability Theory and Related Fields 37 The Annals of Probability 34 Journal of Mathematical Analysis and Applications 33 Comptes Rendus. Mathématique. Académie des Sciences, Paris 30 Potential Analysis 24 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 15 Stochastics 14 Advances in Mathematics 13 Mathematical Notes 13 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 12 Bulletin de la Société Mathématique de France 12 Journal of Econometrics 12 The Annals of Applied Probability 11 Stochastic Analysis and Applications 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 Acta Mathematica Sinica. English Series 10 Communications in Mathematical Physics 10 Journal of Theoretical Probability 10 Journal of Mathematical Sciences (New York) 10 Stochastics and Dynamics 9 Journal of Mathematical Physics 9 Inventiones Mathematicae 9 Mathematische Annalen 9 The Journal of Geometric Analysis 9 International Journal of Theoretical and Applied Finance 9 Stochastic and Partial Differential Equations. Analysis and Computations 8 Reviews in Mathematical Physics 8 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 8 Compositio Mathematica 8 Journal of Approximation Theory 8 Journal of Differential Equations 8 Statistics & Probability Letters 8 Bulletin of the American Mathematical Society. New Series 8 Electronic Journal of Probability 7 Arkiv för Matematik 7 Publications of the Research Institute for Mathematical Sciences, Kyoto University 7 Bernoulli 7 The Journal of Fourier Analysis and Applications 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 Quantitative Finance 6 Decisions in Economics and Finance 6 Bulletin of the American Mathematical Society 5 Ukrainian Mathematical Journal 5 Journal of Geometry and Physics 5 Mathematische Zeitschrift 5 Tôhoku Mathematical Journal. Second Series 5 Revista Matemática Iberoamericana 5 Theory of Probability and Mathematical Statistics 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 Nachrichten 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 Doklady 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 Science China. Mathematics 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 ...and 216 more Serials all top 5 Cited in 54 Fields 765 Probability theory and stochastic processes (60-XX) 267 Global analysis, analysis on manifolds (58-XX) 174 Partial differential equations (35-XX) 171 Functional analysis (46-XX) 150 Topological groups, Lie groups (22-XX) 122 Functions of a complex variable (30-XX) 113 Harmonic analysis on Euclidean spaces (42-XX) 106 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 103 Operator theory (47-XX) 100 Statistics (62-XX) 95 Abstract harmonic analysis (43-XX) 70 Differential geometry (53-XX) 67 Numerical analysis (65-XX) 64 Measure and integration (28-XX) 57 Potential theory (31-XX) 56 Number theory (11-XX) 56 Quantum theory (81-XX) 52 Dynamical systems and ergodic theory (37-XX) 50 Several complex variables and analytic spaces (32-XX) 40 Ordinary differential equations (34-XX) 35 Systems theory; control (93-XX) 32 Nonassociative rings and algebras (17-XX) 30 Approximations and expansions (41-XX) 28 Fluid mechanics (76-XX) 28 Information and communication theory, circuits (94-XX) 24 Real functions (26-XX) 22 Calculus of variations and optimal control; optimization (49-XX) 19 Integral transforms, operational calculus (44-XX) 14 Difference and functional equations (39-XX) 14 Statistical mechanics, structure of matter (82-XX) 11 Special functions (33-XX) 10 Combinatorics (05-XX) 8 History and biography (01-XX) 8 Manifolds and cell complexes (57-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 Mechanics of particles and systems (70-XX) 6 Relativity and gravitational theory (83-XX) 6 Operations research, mathematical programming (90-XX) 5 Mechanics of deformable solids (74-XX) 4 Group theory and generalizations (20-XX) 3 General and overarching topics; collections (00-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Algebraic geometry (14-XX) 3 Sequences, series, summability (40-XX) 3 Convex and discrete geometry (52-XX) 2 Mathematical logic and foundations (03-XX) 2 Associative rings and algebras (16-XX) 1 General algebraic systems (08-XX) 1 Commutative algebra (13-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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