Baudoin, Fabrice; Feng, Qi; Ouyang, Cheng Density of the signature process of fBm. (English) Zbl 1469.60176 Trans. Am. Math. Soc. 373, No. 12, 8583-8610 (2020). MSC: 60H10 60H07 60L20 60G22 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Trans. Am. Math. Soc. 373, No. 12, 8583--8610 (2020; Zbl 1469.60176) Full Text: DOI arXiv
Baudoin, Fabrice; Wang, Jing Stochastic areas, winding numbers and Hopf fibrations. (English) Zbl 1382.58027 Probab. Theory Relat. Fields 169, No. 3-4, 977-1005 (2017). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J65 60J65 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{J. Wang}, Probab. Theory Relat. Fields 169, No. 3--4, 977--1005 (2017; Zbl 1382.58027) Full Text: DOI arXiv
Baudoin, F.; Nualart, E.; Ouyang, C.; Tindel, S. On probability laws of solutions to differential systems driven by a fractional Brownian motion. (English) Zbl 1352.60081 Ann. Probab. 44, No. 4, 2554-2590 (2016). Reviewer: Toader Morozan (Bucureşti) MSC: 60H10 60G22 60H07 60G15 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Ann. Probab. 44, No. 4, 2554--2590 (2016; Zbl 1352.60081) Full Text: DOI arXiv Euclid
Baudoin, Fabrice Stochastic differential equations driven by loops. (English) Zbl 1498.60196 Mena, Ramsés H. (ed.) et al., XI symposium on probability and stochastic processes. CIMAT, Guanajuato, Mexico, November 18–22, 2013. Cham: Birkhäuser/Springer. Prog. Probab. 69, 59-80 (2015). MSC: 60H10 58J65 53C17 PDFBibTeX XMLCite \textit{F. Baudoin}, Prog. Probab. 69, 59--80 (2015; Zbl 1498.60196) Full Text: DOI arXiv
Baudoin, Fabrice; Ouyang, Cheng On small time asymptotics for rough differential equations driven by fractional Brownian motions. (English) Zbl 1418.91623 Friz, Peter K. (ed.) et al., Large deviations and asymptotic methods in finance. Cham: Springer. Springer Proc. Math. Stat. 110, 413-438 (2015). MSC: 91G99 60G22 60H07 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{C. Ouyang}, Springer Proc. Math. Stat. 110, 413--438 (2015; Zbl 1418.91623) Full Text: DOI arXiv
Baudoin, Fabrice; Ouyang, Cheng; Zhang, Xuejing Varadhan estimates for rough differential equations driven by fractional Brownian motions. (English) Zbl 1322.60083 Stochastic Processes Appl. 125, No. 2, 634-652 (2015). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Stochastic Processes Appl. 125, No. 2, 634--652 (2015; Zbl 1322.60083) Full Text: DOI arXiv
Baudoin, Fabrice; Ouyang, Cheng; Tindel, Samy Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions. (English. French summary) Zbl 1286.60051 Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 111-135 (2014). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 50, No. 1, 111--135 (2014; Zbl 1286.60051) Full Text: DOI arXiv Euclid
Baudoin, Fabrice; Hairer, Martin A version of Hörmander’s theorem for the fractional Brownian motion. (English) Zbl 1123.60038 Probab. Theory Relat. Fields 139, No. 3-4, 373-395 (2007). MSC: 60H07 60G15 60H10 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{M. Hairer}, Probab. Theory Relat. Fields 139, No. 3--4, 373--395 (2007; Zbl 1123.60038) Full Text: DOI arXiv
Baudoin, Fabrice; Coutin, Laure Operators associated with a stochastic differential equation driven by fractional Brownian motions. (English) Zbl 1119.60043 Stochastic Processes Appl. 117, No. 5, 550-574 (2007). Reviewer: George Stoica (Saint John) MSC: 60H10 PDFBibTeX XMLCite \textit{F. Baudoin} and \textit{L. Coutin}, Stochastic Processes Appl. 117, No. 5, 550--574 (2007; Zbl 1119.60043) Full Text: DOI arXiv