Paul Malliavin Books

Highly esteemed author Topics covered are relevant and timely

This book accounts in 5 independent parts, recent main developments of Stochastic Analysis: Gross-Stroock Sobolev space over a Gaussian probability space; quasi-sure analysis; anticipate stochastic integrals as divergence operators; principle of transfer from ordinary differential equations to stochastic differential equations; Malliavin calculus and elliptic estimates; stochastic Analysis in infinite dimension.

Professor Malliavin's book bridges the gap between abstract analysis and concrete problems, addressing a shift in mathematical education. He emphasizes the importance of abstract theories in integration and operator theory, providing a solid foundation for understanding harmonic analysis, probability, and partial differential equations.