Paul Malliavin

Paul Malliavin was a French mathematician who made important contributions to harmonic analysis and stochastic analysis. He is known for the Malliavin calculus, an infinite-dimensional calculus for functionals on the Wiener space, and his probabilistic proof of Hörmander’s theorem. He was Professor at the Pierre and Marie Curie University and a member of the French Academy of Sciences from 1979 to 2010.