Paul Malliavin is a prominent figure in the field of mathematics, known for his contributions to stochastic analysis and mathematical finance. His work has particularly focused on the Malliavin calculus, which is a form of calculus used in the context of stochastic processes and is named after him. This calculus provides tools for the differentiation of stochastic processes, and it has applications in various areas, including the study of option pricing and risk management in finance.
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