Paul Malliavin

From MaRDI portal
Person:231194

Available identifiers

zbMath Open malliavin.paulWikidataQ441132 ScholiaQ441132MaRDI QIDQ231194

List of research outcomes

PublicationDate of PublicationType
Smoothness of the functional law generated by a nonlinear SPDE2015-02-23Paper
https://portal.mardi4nfdi.de/entity/Q54946282014-07-28Paper
Brownian measures on Jordan-Virasoro curves associated to the Weil-Petersson metric2010-11-30Paper
Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis2010-02-24Paper
Invariant or quasi-invariant probability measures for infinite dimensional groups. I: Non-ergodicity of Euler hydrodynamic2009-12-09Paper
Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures2009-12-09Paper
Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion2009-09-16Paper
A Fourier transform method for nonparametric estimation of multivariate volatility2009-07-22Paper
Density minoration of a strongly non-degenerated random variable2009-06-30Paper
Corrigendum to ``Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor2009-06-30Paper
Stochastic calculus of variations on complex line bundle and construction of unitarizing measures for the Poincaré disk2009-03-03Paper
A non-parametric calibration of the HJM geometry: An application of Itô calculus to financial statistics2009-02-06Paper
https://portal.mardi4nfdi.de/entity/Q35360112008-11-17Paper
https://portal.mardi4nfdi.de/entity/Q35292242008-10-20Paper
Transfer of stochastic energy towards high modes and its application to diffeomorphism flows on tori2008-04-22Paper
Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor2008-04-22Paper
Non-existence of infinitesimally invariant measures on loop groups2008-04-22Paper
https://portal.mardi4nfdi.de/entity/Q54366132008-01-17Paper
https://portal.mardi4nfdi.de/entity/Q54299252007-12-04Paper
Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation2007-01-16Paper
Quasi-invariance of Brownian measures on the group of circle homeomorphisms and infinite-dimensional Riemannian geometry2007-01-09Paper
Heat Measures and Unitarizing Measures for Berezinian Representations on the Space of Univalent Functions in the Unit Disk2006-11-02Paper
Numerical approximation of diffusions in \(\mathbb {R}^d\) using normal charts of a Riemannian manifold2006-10-05Paper
Harmonic Analysis Methods for Nonparametric Estimation of Volatility: Theory and Applications2006-09-18Paper
Stochastic calculus of variations in mathematical finance.2005-08-29Paper
Geometry of foliations on the Wiener space and stochastic calculus of variations2005-02-22Paper
https://portal.mardi4nfdi.de/entity/Q31589172005-02-01Paper
Canonical Brownian motion on the space of univalent functions and resolution of Beltrami equations by a continuity method along stochastic flows2004-11-23Paper
Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation2004-06-15Paper
Support of Virasoro unitarizing measures.2003-12-04Paper
https://portal.mardi4nfdi.de/entity/Q44260982003-09-16Paper
Numerical error for SDE: Asymptotic expansion and hyperdistributions2003-09-15Paper
Stochastic calculus of variations and Harnack inequality on Riemannian path spaces2003-06-16Paper
https://portal.mardi4nfdi.de/entity/Q45430072003-05-06Paper
The canonic diffusion above the diffeomorphism group of the circle2003-03-13Paper
The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability2003-01-01Paper
https://portal.mardi4nfdi.de/entity/Q45351322002-11-26Paper
Fourier series method for measurement of multivariate volatilities2002-11-21Paper
Unitarizing probability measures for representations of Virasoro algebra2002-07-24Paper
Ground state estimations in gauge theory2002-07-15Paper
https://portal.mardi4nfdi.de/entity/Q27520892002-06-10Paper
Instantaneous liquidity rate, its econometric measurement by volatility feedback2002-01-01Paper
A probabilistic Weitzenböck formula on Riemannian path space2001-11-18Paper
A class of anticipative tangent processes on the Wiener space2001-10-14Paper
https://portal.mardi4nfdi.de/entity/Q27221452001-07-11Paper
https://portal.mardi4nfdi.de/entity/Q49451322001-02-05Paper
Frame bundle of Riemannian path space and Ricci tensor in adapted differential geometry2000-12-12Paper
Smoothness of stopping times of diffusion processes2000-06-22Paper
Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering2000-05-28Paper
https://portal.mardi4nfdi.de/entity/Q43793762000-04-10Paper
https://portal.mardi4nfdi.de/entity/Q43735031999-07-05Paper
https://portal.mardi4nfdi.de/entity/Q42183681999-05-17Paper
Non perturbative construction of invariant measure through confinement by curvature1999-03-02Paper
https://portal.mardi4nfdi.de/entity/Q42134021998-11-25Paper
Multidimensional linear stochastic differential equations in the skorohod sense1998-06-22Paper
Wiener-Akutowicz-Helson-Lowdenslager-Masani factorization and Borel-Weil decomposition on measurable loop groups1998-03-30Paper
https://portal.mardi4nfdi.de/entity/Q43558451998-03-19Paper
Some heat operators on \(\mathbb{P}(\mathbb{R}^ d)\)1997-11-06Paper
Short time behavior of the heat kernel and its logarithmic deviatives1997-11-02Paper
https://portal.mardi4nfdi.de/entity/Q56870971997-08-31Paper
Renormalized differential geometry on path space: Structural equation, curvature1997-08-13Paper
https://portal.mardi4nfdi.de/entity/Q43379391997-05-27Paper
https://portal.mardi4nfdi.de/entity/Q48783681997-04-21Paper
Integration by parts formulas and dilatation vector fields on elliptic probability spaces1997-03-11Paper
https://portal.mardi4nfdi.de/entity/Q56915981997-02-27Paper
Analytic functions, Cauchy formula, and stationary phase on a real abstract Wiener space1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q48799581996-12-04Paper
https://portal.mardi4nfdi.de/entity/Q48485161996-09-30Paper
https://portal.mardi4nfdi.de/entity/Q48391051996-04-22Paper
https://portal.mardi4nfdi.de/entity/Q48643361996-03-07Paper
https://portal.mardi4nfdi.de/entity/Q48390941996-01-28Paper
https://portal.mardi4nfdi.de/entity/Q48547701996-01-16Paper
https://portal.mardi4nfdi.de/entity/Q46942991996-01-15Paper
https://portal.mardi4nfdi.de/entity/Q48500471995-10-08Paper
https://portal.mardi4nfdi.de/entity/Q43189651995-06-29Paper
https://portal.mardi4nfdi.de/entity/Q43189361995-03-28Paper
Plurisubharmonic measures and Wiener measures1995-01-03Paper
https://portal.mardi4nfdi.de/entity/Q43136091994-12-19Paper
Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus1994-10-26Paper
Quasi sure analysis and Stratonovich anticipative stochastic differential equations1994-07-07Paper
https://portal.mardi4nfdi.de/entity/Q42770001994-01-20Paper
https://portal.mardi4nfdi.de/entity/Q31390971993-11-11Paper
Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space1993-08-18Paper
https://portal.mardi4nfdi.de/entity/Q46937901993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q40312411993-04-01Paper
Integration on loop groups. III: Asymptotic Peter-Weyl orthogonality1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40090401992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40102491992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40009391992-09-26Paper
Integration on loop groups. II: Heat equation for the Wiener measure1992-08-13Paper
https://portal.mardi4nfdi.de/entity/Q39736151992-06-26Paper
Integration on loop groups. I: Quasi invariant measures1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32106431990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57586511990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34720701989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37849361988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38039141988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38089661988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37770021987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37095611986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37195761986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37195771986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37407451986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36943671985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37494311985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33364261984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36832831984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36849311984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36866881984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39682121983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30402461982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36640991982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47483801982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39416661981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38879261980-01-01Paper
On the multiplier theorem for Fourier transforms of measures with compact support1979-01-01Paper
On the possibility of defining the Chapman–Kolmogorov semi-group on L1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32078541979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38540921979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38930291979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38962841978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38962851978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41574141978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41637501978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41737741978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41762381978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41978411978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39082771977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41145471977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41266581977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41291951977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41574111977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41669791977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41672071977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41883501977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41990231977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40975161976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41266571976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41638221976-01-01Paper
Équation de la chaleur associée à une fonction plurisousharmonique d'exhaustion et comportement frontière1975-01-01Paper
Poisson formula and compound diffusion associated to an overdetermined elliptic system on the Siegel halfplane of rank two1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40647601975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40699451975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40759061975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40896011975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41400781975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41530971975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41713841975-01-01Paper
Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques1974-01-01Paper
Invertible operators and interpolation in AU spaces1974-01-01Paper
Asymptotic of the Green's Function of a Riemannian Manifold and Ito's Stochastic Integrals1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40422851974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40599161974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47653881974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47682811972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56601251972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56215411971-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56208151970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56433751970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56626841970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55840391969-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55567651968-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55779271968-01-01Paper
Quelques aspects de l'œuvre de Jacques Hadamard en géométrie1967-01-01Paper
Analyse harmonique dans quelques algèbres homogenes1967-01-01Paper
On the closure of characters and the zeros of entire functions1967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55332491967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55362191967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55831681967-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55194391966-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55194381965-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55162051964-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55085691963-01-01Paper
On Fourier transforms of measures with compact support1962-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38476661962-01-01Paper
Sur le reste de la loi asymptotique de répartition des nombres premiers généralises de Beurling1961-01-01Paper
On small entire functions of exponential type with given zeros1961-01-01Paper
https://portal.mardi4nfdi.de/entity/Q53283731960-01-01Paper
Impossibilité de la synthèse spectrale sur les groupes abéliens non compacts1959-01-01Paper
Calcul symbolique et sous-algèbres de $L_1(G)$1959-01-01Paper
Calcul symbolique et sous-algèbres de $L_1(G)$ (suite)1959-01-01Paper
l'Approximation Polynomiale Ponderee sur un Espace Localement Compact1959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55819911959-01-01Paper
https://portal.mardi4nfdi.de/entity/Q55819921959-01-01Paper
Sur l'équivalence de deux problèmes de la théorie constructive des fonctions1958-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32606741958-01-01Paper
Sur la croissance radiale d'une fonction méromorphe1957-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32354701956-01-01Paper
Sur quelques procédés d'extrapolation1955-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58473281955-01-01Paper
La quasi-analyticité généralisée sur un intervalle borné1955-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58291561954-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58291571954-01-01Paper
https://portal.mardi4nfdi.de/entity/Q58169351952-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57912861949-01-01Paper
https://portal.mardi4nfdi.de/entity/Q57917321949-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Paul Malliavin