Fabrice Baudoin
TitleCited byYear
An introduction to the geometry of stochastic flows
F Baudoin
World Scientific, 2004
1182004
Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries
F Baudoin, N Garofalo
arXiv preprint arXiv:1101.3590, 2011
112*2011
Conditioned stochastic differential equations: theory, examples and application to finance
F Baudoin
Stochastic Processes and their Applications 100 (1-2), 109-145, 2002
842002
On gradient bounds for the heat kernel on the Heisenberg group
D Bakry, F Baudoin, M Bonnefont, D Chafaï
arXiv preprint arXiv:0710.3139, 2007
772007
A version of Hörmander’s theorem for the fractional Brownian motion
F Baudoin, M Hairer
Probability theory and related fields 139 (3-4), 373-395, 2007
722007
A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality
F Baudoin, M Bonnefont, N Garofalo
Mathematische Annalen 358 (3-4), 833-860, 2014
602014
Operators associated with a stochastic differential equation driven by fractional Brownian motions
F Baudoin, L Coutin
Stochastic Processes and their Applications 117 (5), 550-574, 2007
542007
Equivalence of Volterra processes
F Baudoin, D Nualart
Stochastic processes and their applications 107 (2), 327-350, 2003
542003
The subelliptic heat kernel on SU (2): representations, asymptotics and gradient bounds
F Baudoin, M Bonnefont
Mathematische Zeitschrift 263 (3), 647-672, 2009
532009
American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View
P Bank, H Föllmer
Paris-Princeton Lectures on Mathematical Finance 2002, 1-42, 2003
482003
Modeling anticipations on financial markets
F Baudoin
Paris-Princeton Lectures on Mathematical Finance 2002, 43-94, 2003
462003
Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
F Baudoin, M Bonnefont
arXiv preprint arXiv:1106.0491, 2011
442011
Hypoellipticity in infinite dimensions and an application in interest rate theory
F Baudoin, J Teichmann
The Annals of Applied Probability 15 (3), 1765-1777, 2005
382005
Subelliptic Li-Yau estimates on three dimensional model spaces
D Bakry, F Baudoin, M Bonnefont, B Qian
arXiv preprint arXiv:0806.2547, 2008
332008
The subelliptic heat kernel on the CR sphere
F Baudoin, J Wang
Mathematische Zeitschrift 275 (1-2), 135-150, 2013
322013
Bakry-emery meet villani
F Baudoin
arXiv preprint arXiv:1308.4938, 2013
29*2013
Curvature dimension inequalities and subelliptic heat kernel gradient bounds on contact manifolds
F Baudoin, J Wang
arXiv preprint arXiv:1211.3778, 2012
292012
Diffusion processes and stochastic calculus
F Baudoin
262014
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
F Baudoin, C Ouyang, S Tindel
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 50 (1 …, 2014
252014
Exponential functionals of Brownian motion and class-one Whittaker functions
F Baudoin, N O’connell
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 47 (4 …, 2011
252011
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Articles 1–20