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## Baudoin, Fabrice

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 Author ID: baudoin.fabrice Published as: Baudoin, F.; Baudoin, Fabrice Homepage: https://sites.google.com/site/fabricebaudoinwebpage/ External Links: MGP · ResearchGate · dblp · GND
 Documents Indexed: 77 Publications since 2002, including 3 Books Reviewing Activity: 1 Review
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#### Co-Authors

 15 single-authored 9 Bonnefont, Michel 8 Ouyang, Cheng 6 Wang, Jing 5 Garofalo, Nicola 4 Coutin, Laure 4 Gordina, Maria 3 Alonso-Ruiz, Patricia 3 Grong, Erlend 3 Kim, Bumsik 3 Mariano, Phanuel A. 3 Zhang, Xuejing 2 Bakry, Dominique 2 Bañuelos, Rodrigo 2 Demni, Nizar 2 Hairer, Martin 2 Kuwada, Kazumasa 2 Nualart, David 2 Rogers, Luke G. 2 Shanmugalingam, Nageswari 2 Teichmann, Josef 2 Teplyaev, Alexander 2 Thalmaier, Anton 2 Tindel, Samy 1 Amiran, Ayelet 1 Brock, Skylyn 1 Cecil, Matthew 1 Chafaï, Djalil 1 Chen, Li 1 Chen, Li 1 Chen, Li 1 Cho, Gunhee 1 Coster, Berend 1 Craver, Ryan 1 Ezeaka, Ugonna 1 Feng, Qi 1 Feng, Qi 1 Kelleher, Daniel J. 1 Melcher, Tai 1 Munive, Isidro Humberto 1 Munteanu, Ovidiu 1 Neel, Robert Weston 1 Nguyen-Ngoc, Laurent 1 Nualart, Eulalia 1 O’Connell, Neil 1 Peterson, Jonathon 1 Qian, Bin 1 Tardif, Camille 1 Thieullen, Michèle 1 Vatamanelu, Alice 1 Wishart, Mary
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#### Serials

 8 Journal of Functional Analysis 5 Stochastic Processes and their Applications 5 Potential Analysis 4 The Annals of Probability 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Transactions of the American Mathematical Society 3 Probability Theory and Related Fields 3 The Journal of Geometric Analysis 3 Electronic Journal of Probability 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Mathematische Annalen 2 Mathematische Zeitschrift 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Proceedings of the American Mathematical Society 2 Calculus of Variations and Partial Differential Equations 1 Journal of Mathematical Analysis and Applications 1 Archiv der Mathematik 1 Annals of Global Analysis and Geometry 1 Revista Matemática Iberoamericana 1 Forum Mathematicum 1 The Annals of Applied Probability 1 IMRN. International Mathematics Research Notices 1 Communications in Analysis and Geometry 1 Bulletin des Sciences Mathématiques 1 Electronic Communications in Probability 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Journal of the European Mathematical Society (JEMS) 1 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 1 Progress in Probability 1 Kinetic and Related Models 1 Involve 1 EMS Textbooks in Mathematics
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#### Fields

 40 Probability theory and stochastic processes (60-XX) 29 Global analysis, analysis on manifolds (58-XX) 24 Differential geometry (53-XX) 20 Partial differential equations (35-XX) 4 Functional analysis (46-XX) 4 Operator theory (47-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Topological groups, Lie groups (22-XX) 3 Potential theory (31-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Abstract harmonic analysis (43-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Algebraic topology (55-XX)

#### Citations contained in zbMATH Open

65 Publications have been cited 744 times in 406 Documents Cited by Year
Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries. Zbl 1359.53018
Baudoin, Fabrice; Garofalo, Nicola
2017
A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality. Zbl 1287.53025
Baudoin, Fabrice; Bonnefont, Michel; Garofalo, Nicola
2014
A version of Hörmander’s theorem for the fractional Brownian motion. Zbl 1123.60038
Baudoin, Fabrice; Hairer, Martin
2007
On gradient bounds for the heat kernel on the Heisenberg group. Zbl 1156.58009
Bakry, Dominique; Baudoin, Fabrice; Bonnefont, Michel; Chafaï, Djalil
2008
An introduction to the geometry of stochastic flows. Zbl 1085.60002
Baudoin, Fabrice
2004
The subelliptic heat kernel on $$\mathbf{SU}(2)$$: representations, asymptotics and gradient bounds. Zbl 1189.58009
Baudoin, Fabrice; Bonnefont, Michel
2009
Operators associated with a stochastic differential equation driven by fractional Brownian motions. Zbl 1119.60043
Baudoin, Fabrice; Coutin, Laure
2007
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
2005
Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality. Zbl 1254.58004
Baudoin, Fabrice; Bonnefont, Michel
2012
Bakry-Émery meet Villani. Zbl 1373.35061
Baudoin, Fabrice
2017
Conditioned stochastic differential equations: theory, examples and application to finance. Zbl 1058.60040
Baudoin, Fabrice
2002
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions. Zbl 1286.60051
Baudoin, Fabrice; Ouyang, Cheng; Tindel, Samy
2014
Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions. Zbl 1222.60034
Baudoin, Fabrice; Ouyang, Cheng
2011
A note on the boundedness of Riesz transform for some subelliptic operators. Zbl 1316.58029
Baudoin, Fabrice; Garofalo, Nicola
2013
Curvature dimension inequalities and subelliptic heat kernel gradient bounds on contact manifolds. Zbl 1321.53034
Baudoin, Fabrice; Wang, Jing
2014
The subelliptic heat kernel on the CR sphere. Zbl 1277.32037
Baudoin, Fabrice; Wang, Jing
2013
Martingale transforms and their projection operators on manifolds. Zbl 1280.58022
Bañuelos, Rodrigo; Baudoin, Fabrice
2013
Perelman’s entropy and doubling property on Riemannian manifolds. Zbl 1238.58024
Baudoin, Fabrice; Garofalo, Nicola
2011
Hypoellipticity in infinite dimensions and an application in interest rate theory. Zbl 1081.60039
Baudoin, Fabrice; Teichmann, Josef
2005
Sub-Laplacians and hypoelliptic operators on totally geodesic Riemannian foliations. Zbl 1379.53035
Baudoin, Fabrice
2016
Exponential functionals of Brownian motion and class-one Whittaker functions. Zbl 1269.60066
Baudoin, Fabrice; O’Connell, Neil
2011
Transverse Weitzenböck formulas and curvature dimension inequalities on Riemannian foliations with totally geodesic leaves. Zbl 1369.53020
Baudoin, Fabrice; Kim, Bumsik; Wang, Jing
2016
The subelliptic heat kernels of the quaternionic Hopf fibration. Zbl 1304.35234
Baudoin, Fabrice; Wang, Jing
2014
Volume and distance comparison theorems for sub-Riemannian manifolds. Zbl 1303.53042
Baudoin, Fabrice; Bonnefont, Michel; Garofalo, Nicola; Munive, Isidro H.
2014
Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups. Zbl 1294.35182
Baudoin, Fabrice; Gordina, Maria; Melcher, Tai
2013
Modeling anticipations on financial markets. Zbl 1180.91320
Baudoin, Fabrice
2003
Stochastic analysis on sub-Riemannian manifolds with transverse symmetries. Zbl 1386.58019
Baudoin, Fabrice
2017
On probability laws of solutions to differential systems driven by a fractional Brownian motion. Zbl 1352.60081
Baudoin, F.; Nualart, E.; Ouyang, C.; Tindel, S.
2016
Diffusion processes and stochastic calculus. Zbl 1318.60001
Baudoin, Fabrice
2014
Ornstein-Uhlenbeck processes on Lie groups. Zbl 1151.58018
Baudoin, Fabrice; Hairer, Martin; Teichmann, Josef
2008
Reverse Poincaré inequalities, isoperimetry, and Riesz transforms in Carnot groups. Zbl 1330.35009
Baudoin, Fabrice; Bonnefont, Michel
2016
Subelliptic Li–Yau estimations on three dimensional model spaces. Zbl 1199.35051
Bakry, Dominique; Baudoin, Fabrice; Bonnefont, Michel; Qian, Bin
2008
Differential one-forms on Dirichlet spaces and Bakry-Émery estimates on metric graphs. Zbl 1417.31010
Baudoin, Fabrice; Kelleher, Daniel J.
2019
Sub-Laplacian comparison theorems on totally geodesic Riemannian foliations. Zbl 1419.53034
Baudoin, Fabrice; Grong, Erlend; Kuwada, Kazumasa; Thalmaier, Anton
2019
The Lichnerowicz-Obata theorem on sub-Riemannian manifolds with transverse symmetries. Zbl 1336.53043
Baudoin, Fabrice; Kim, Bumsik
2016
Sobolev, Poincaré, and isoperimetric inequalities for subelliptic diffusion operators satisfying a generalized curvature dimension inequality. Zbl 1287.53026
Baudoin, Fabrice; Kim, Bumsik
2014
Smoothing effect of rough differential equations driven by fractional Brownian motions. Zbl 1335.60084
Baudoin, Fabrice; Ouyang, Cheng; Zhang, Xuejing
2016
Varadhan estimates for rough differential equations driven by fractional Brownian motions. Zbl 1322.60083
Baudoin, Fabrice; Ouyang, Cheng; Zhang, Xuejing
2015
Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions. Zbl 1252.60052
Baudoin, Fabrice; Zhang, Xuejing
2012
Self-similarity and fractional Brownian motion on Lie groups. Zbl 1189.60083
Baudoin, Fabrice; Coutin, Laure
2008
The financial value of a weak information on a financial market. Zbl 1064.60082
Baudoin, Fabrice; Nguyen-Ngoc, Laurent
2004
Further exponential generalization of Pitman’s $$2M-X$$ theorem. Zbl 1008.60088
Baudoin, Fabrice
2002
Stochastic areas, winding numbers and Hopf fibrations. Zbl 1382.58027
Baudoin, Fabrice; Wang, Jing
2017
Curvature-dimension estimates for the Laplace-Beltrami operator of a totally geodesic foliation. Zbl 1329.58017
Baudoin, Fabrice; Bonnefont, Michel
2015
Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions. Zbl 1281.60053
Baudoin, Fabrice; Ouyang, Cheng
2013
Besov class via heat semigroup on Dirichlet spaces. I: Sobolev type inequalities. Zbl 07179616
Ruiz, Patricia Alonso; Baudoin, Fabrice; Chen, Li; Rogers, Luke G.; Shanmugalingam, Nageswari; Teplyaev, Alexander
2020
On the Cheng-Yau gradient estimate for Carnot groups and sub-Riemannian manifolds. Zbl 1425.53041
Baudoin, Fabrice; Gordina, Maria; Mariano, Phanuel
2019
Integral representation of the sub-elliptic heat kernel on the complex anti-de Sitter fibration. Zbl 1411.35075
Baudoin, Fabrice; Demni, Nizar
2018
Hypocoercive estimates on foliations and velocity spherical Brownian motion. Zbl 1374.60150
Baudoin, Fabrice; Tardif, Camille
2018
On small time asymptotics for rough differential equations driven by fractional Brownian motions. Zbl 1418.91623
Baudoin, Fabrice; Ouyang, Cheng
2015
Volterra bridges and applications. Zbl 1148.60022
Baudoin, F.; Coutin, L.
2007
Besov class via heat semigroup on Dirichlet spaces. II: BV functions and Gaussian heat kernel estimates. Zbl 1441.31007
Alonso-Ruiz, Patricia; Baudoin, Fabrice; Chen, Li; Rogers, Luke; Shanmugalingam, Nageswari; Teplyaev, Alexander
2020
Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds. Zbl 1427.53028
Baudoin, Fabrice; Feng, Qi; Gordina, Maria
2019
The subelliptic heat kernel on the three-dimensional solvable Lie groups. Zbl 1330.58018
Baudoin, Fabrice; Cecil, Matthew
2015
Stochastic Taylor expansions and heat kernel asymptotics. Zbl 1306.60099
Baudoin, Fabrice
2012
A note on lower bounds estimates for the Neumann eigenvalues of manifolds with positive Ricci curvature. Zbl 1257.58016
Baudoin, Fabrice; Vatamanelu, Alice
2012
Notes on the two-dimensional fractional Brownian motion. Zbl 1093.60016
Baudoin, Fabrice; Nualart, David
2006
SDE solutions, at small times, driven by fractional Brownian motions. Zbl 1073.60061
Baudoin, Fabrice; Coutin, Laure
2005
The tangent space to a hypoelliptic diffusion and applications. Zbl 1063.60113
Baudoin, Fabrice
2005
The horizontal heat kernel on the quaternionic anti-De Sitter spaces and related twistor spaces. Zbl 07169921
Baudoin, Fabrice; Demni, Nizar; Wang, Jing
2020
Sub-Riemannian balls in CR Sasakian manifolds. Zbl 1272.32036
Baudoin, Fabrice; Bonnefont, Michel
2013
Brownian Chen series and Atiyah-Singer theorem. Zbl 1147.58017
Baudoin, Fabrice
2008
A Bismut type theorem for subelliptic heat semigroups. Zbl 1169.58004
Baudoin, Fabrice
2007
Pinning class of the Wiener measure by a functional: Related martingales and invariance properties. Zbl 1027.60037
Baudoin, Fabrice; Thieullen, Michèle
2003
Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz–Szabo theorem. Zbl 1018.58027
Baudoin, Fabrice
2002
Besov class via heat semigroup on Dirichlet spaces. I: Sobolev type inequalities. Zbl 07179616
Ruiz, Patricia Alonso; Baudoin, Fabrice; Chen, Li; Rogers, Luke G.; Shanmugalingam, Nageswari; Teplyaev, Alexander
2020
Besov class via heat semigroup on Dirichlet spaces. II: BV functions and Gaussian heat kernel estimates. Zbl 1441.31007
Alonso-Ruiz, Patricia; Baudoin, Fabrice; Chen, Li; Rogers, Luke; Shanmugalingam, Nageswari; Teplyaev, Alexander
2020
The horizontal heat kernel on the quaternionic anti-De Sitter spaces and related twistor spaces. Zbl 07169921
Baudoin, Fabrice; Demni, Nizar; Wang, Jing
2020
Differential one-forms on Dirichlet spaces and Bakry-Émery estimates on metric graphs. Zbl 1417.31010
Baudoin, Fabrice; Kelleher, Daniel J.
2019
Sub-Laplacian comparison theorems on totally geodesic Riemannian foliations. Zbl 1419.53034
Baudoin, Fabrice; Grong, Erlend; Kuwada, Kazumasa; Thalmaier, Anton
2019
On the Cheng-Yau gradient estimate for Carnot groups and sub-Riemannian manifolds. Zbl 1425.53041
Baudoin, Fabrice; Gordina, Maria; Mariano, Phanuel
2019
Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds. Zbl 1427.53028
Baudoin, Fabrice; Feng, Qi; Gordina, Maria
2019
Integral representation of the sub-elliptic heat kernel on the complex anti-de Sitter fibration. Zbl 1411.35075
Baudoin, Fabrice; Demni, Nizar
2018
Hypocoercive estimates on foliations and velocity spherical Brownian motion. Zbl 1374.60150
Baudoin, Fabrice; Tardif, Camille
2018
Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries. Zbl 1359.53018
Baudoin, Fabrice; Garofalo, Nicola
2017
Bakry-Émery meet Villani. Zbl 1373.35061
Baudoin, Fabrice
2017
Stochastic analysis on sub-Riemannian manifolds with transverse symmetries. Zbl 1386.58019
Baudoin, Fabrice
2017
Stochastic areas, winding numbers and Hopf fibrations. Zbl 1382.58027
Baudoin, Fabrice; Wang, Jing
2017
Sub-Laplacians and hypoelliptic operators on totally geodesic Riemannian foliations. Zbl 1379.53035
Baudoin, Fabrice
2016
Transverse Weitzenböck formulas and curvature dimension inequalities on Riemannian foliations with totally geodesic leaves. Zbl 1369.53020
Baudoin, Fabrice; Kim, Bumsik; Wang, Jing
2016
On probability laws of solutions to differential systems driven by a fractional Brownian motion. Zbl 1352.60081
Baudoin, F.; Nualart, E.; Ouyang, C.; Tindel, S.
2016
Reverse Poincaré inequalities, isoperimetry, and Riesz transforms in Carnot groups. Zbl 1330.35009
Baudoin, Fabrice; Bonnefont, Michel
2016
The Lichnerowicz-Obata theorem on sub-Riemannian manifolds with transverse symmetries. Zbl 1336.53043
Baudoin, Fabrice; Kim, Bumsik
2016
Smoothing effect of rough differential equations driven by fractional Brownian motions. Zbl 1335.60084
Baudoin, Fabrice; Ouyang, Cheng; Zhang, Xuejing
2016
Varadhan estimates for rough differential equations driven by fractional Brownian motions. Zbl 1322.60083
Baudoin, Fabrice; Ouyang, Cheng; Zhang, Xuejing
2015
Curvature-dimension estimates for the Laplace-Beltrami operator of a totally geodesic foliation. Zbl 1329.58017
Baudoin, Fabrice; Bonnefont, Michel
2015
On small time asymptotics for rough differential equations driven by fractional Brownian motions. Zbl 1418.91623
Baudoin, Fabrice; Ouyang, Cheng
2015
The subelliptic heat kernel on the three-dimensional solvable Lie groups. Zbl 1330.58018
Baudoin, Fabrice; Cecil, Matthew
2015
A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality. Zbl 1287.53025
Baudoin, Fabrice; Bonnefont, Michel; Garofalo, Nicola
2014
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions. Zbl 1286.60051
Baudoin, Fabrice; Ouyang, Cheng; Tindel, Samy
2014
Curvature dimension inequalities and subelliptic heat kernel gradient bounds on contact manifolds. Zbl 1321.53034
Baudoin, Fabrice; Wang, Jing
2014
The subelliptic heat kernels of the quaternionic Hopf fibration. Zbl 1304.35234
Baudoin, Fabrice; Wang, Jing
2014
Volume and distance comparison theorems for sub-Riemannian manifolds. Zbl 1303.53042
Baudoin, Fabrice; Bonnefont, Michel; Garofalo, Nicola; Munive, Isidro H.
2014
Diffusion processes and stochastic calculus. Zbl 1318.60001
Baudoin, Fabrice
2014
Sobolev, Poincaré, and isoperimetric inequalities for subelliptic diffusion operators satisfying a generalized curvature dimension inequality. Zbl 1287.53026
Baudoin, Fabrice; Kim, Bumsik
2014
A note on the boundedness of Riesz transform for some subelliptic operators. Zbl 1316.58029
Baudoin, Fabrice; Garofalo, Nicola
2013
The subelliptic heat kernel on the CR sphere. Zbl 1277.32037
Baudoin, Fabrice; Wang, Jing
2013
Martingale transforms and their projection operators on manifolds. Zbl 1280.58022
Bañuelos, Rodrigo; Baudoin, Fabrice
2013
Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups. Zbl 1294.35182
Baudoin, Fabrice; Gordina, Maria; Melcher, Tai
2013
Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions. Zbl 1281.60053
Baudoin, Fabrice; Ouyang, Cheng
2013
Sub-Riemannian balls in CR Sasakian manifolds. Zbl 1272.32036
Baudoin, Fabrice; Bonnefont, Michel
2013
Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality. Zbl 1254.58004
Baudoin, Fabrice; Bonnefont, Michel
2012
Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions. Zbl 1252.60052
Baudoin, Fabrice; Zhang, Xuejing
2012
Stochastic Taylor expansions and heat kernel asymptotics. Zbl 1306.60099
Baudoin, Fabrice
2012
A note on lower bounds estimates for the Neumann eigenvalues of manifolds with positive Ricci curvature. Zbl 1257.58016
Baudoin, Fabrice; Vatamanelu, Alice
2012
Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions. Zbl 1222.60034
Baudoin, Fabrice; Ouyang, Cheng
2011
Perelman’s entropy and doubling property on Riemannian manifolds. Zbl 1238.58024
Baudoin, Fabrice; Garofalo, Nicola
2011
Exponential functionals of Brownian motion and class-one Whittaker functions. Zbl 1269.60066
Baudoin, Fabrice; O’Connell, Neil
2011
The subelliptic heat kernel on $$\mathbf{SU}(2)$$: representations, asymptotics and gradient bounds. Zbl 1189.58009
Baudoin, Fabrice; Bonnefont, Michel
2009
On gradient bounds for the heat kernel on the Heisenberg group. Zbl 1156.58009
Bakry, Dominique; Baudoin, Fabrice; Bonnefont, Michel; Chafaï, Djalil
2008
Ornstein-Uhlenbeck processes on Lie groups. Zbl 1151.58018
Baudoin, Fabrice; Hairer, Martin; Teichmann, Josef
2008
Subelliptic Li–Yau estimations on three dimensional model spaces. Zbl 1199.35051
Bakry, Dominique; Baudoin, Fabrice; Bonnefont, Michel; Qian, Bin
2008
Self-similarity and fractional Brownian motion on Lie groups. Zbl 1189.60083
Baudoin, Fabrice; Coutin, Laure
2008
Brownian Chen series and Atiyah-Singer theorem. Zbl 1147.58017
Baudoin, Fabrice
2008
A version of Hörmander’s theorem for the fractional Brownian motion. Zbl 1123.60038
Baudoin, Fabrice; Hairer, Martin
2007
Operators associated with a stochastic differential equation driven by fractional Brownian motions. Zbl 1119.60043
Baudoin, Fabrice; Coutin, Laure
2007
Volterra bridges and applications. Zbl 1148.60022
Baudoin, F.; Coutin, L.
2007
A Bismut type theorem for subelliptic heat semigroups. Zbl 1169.58004
Baudoin, Fabrice
2007
Notes on the two-dimensional fractional Brownian motion. Zbl 1093.60016
Baudoin, Fabrice; Nualart, David
2006
Equivalence of Volterra processes. Zbl 1075.60519
Baudoin, Fabrice; Nualart, David
2005
Hypoellipticity in infinite dimensions and an application in interest rate theory. Zbl 1081.60039
Baudoin, Fabrice; Teichmann, Josef
2005
SDE solutions, at small times, driven by fractional Brownian motions. Zbl 1073.60061
Baudoin, Fabrice; Coutin, Laure
2005
The tangent space to a hypoelliptic diffusion and applications. Zbl 1063.60113
Baudoin, Fabrice
2005
An introduction to the geometry of stochastic flows. Zbl 1085.60002
Baudoin, Fabrice
2004
The financial value of a weak information on a financial market. Zbl 1064.60082
Baudoin, Fabrice; Nguyen-Ngoc, Laurent
2004
Modeling anticipations on financial markets. Zbl 1180.91320
Baudoin, Fabrice
2003
Pinning class of the Wiener measure by a functional: Related martingales and invariance properties. Zbl 1027.60037
Baudoin, Fabrice; Thieullen, Michèle
2003
Conditioned stochastic differential equations: theory, examples and application to finance. Zbl 1058.60040
Baudoin, Fabrice
2002
Further exponential generalization of Pitman’s $$2M-X$$ theorem. Zbl 1008.60088
Baudoin, Fabrice
2002
Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz–Szabo theorem. Zbl 1018.58027
Baudoin, Fabrice
2002
all top 5

#### Cited by 469 Authors

 51 Baudoin, Fabrice 13 Tindel, Samy 12 Bonnefont, Michel 11 Gordina, Maria 10 Grong, Erlend 10 Ouyang, Cheng 9 Barilari, Davide 8 Garofalo, Nicola 8 Hairer, Martin 8 Qian, Bin 8 Rizzi, Luca 7 Bañuelos, Rodrigo 7 Friz, Peter Karl 7 Wang, Jing 6 Cass, Thomas Richard 6 Inahama, Yuzuru 6 Li, Xiang-Dong 6 Nualart, David 6 Thalmaier, Anton 6 Wang, Feng-Yu 6 Zegarlinski, Boguslaw 5 Eldredge, Nathaniel Gilbert Bartsch 5 Kuwada, Kazumasa 5 Lee, Paul W. Y. 5 Nourdin, Ivan 5 O’Connell, Neil 4 Agrachev, Andreĭ Aleksandrovich 4 Chang, Shu-Cheng 4 Domelevo, Komla 4 Fan, Xiliang 4 Kontis, Vasilis 4 Lejay, Antoine 4 Li, Huaiqian 4 Mariano, Phanuel A. 4 Melcher, Tai 4 Neuenkirch, Andreas 4 Petermichl, Stefanie 4 Rogers, Luke G. 4 Saussereau, Bruno 4 Teplyaev, Alexander 3 Alonso-Ruiz, Patricia 3 Bayer, Christian 3 Casarino, Valentina 3 Chafaï, Djalil 3 Corwin, Ivan 3 Coutin, Laure 3 Demni, Nizar 3 Hillairet, Caroline 3 Hu, Yaozhong 3 Inglis, James D. 3 Ivanov, Stefan P. 3 Jiang, Renjin 3 Juillet, Nicolas 3 Katori, Makoto 3 Kleptsyna, Marina L. 3 Li, Hongquan 3 Litterer, Christian 3 Martini, Alessio 3 Mazzolo, Alain 3 Munive, Isidro Humberto 3 Osękowski, Adam 3 Ouknine, Youssef 3 Riedel, Sebastian 3 Sottinen, Tommi 3 Teichmann, Josef 3 Thangavelu, Sundaram 3 Unterberger, Jérémie M. 3 Viitasaari, Lauri 3 Yamada, Toshihiro 2 Alamo, A. 2 Arcozzi, Nicola 2 Bailleul, Ismaël F. 2 Banerjee, Sayan 2 Besalú, Mireia 2 Bruno, Tommaso 2 Chang, Der-Chen E. 2 Chevyrev, Ilya 2 Chigansky, P. Yu. 2 Cowling, Michael G. 2 Danilova, Albina 2 Darses, Sébastien 2 Dolbeault, Jean 2 Dong, Yuxin 2 Dragoni, Federica 2 Emsiz, Erdal 2 Erraoui, Mohamed 2 Fontana, Claudio 2 Gess, Benjamin 2 Godoy Molina, Mauricio 2 Grothaus, Martin 2 Gulisashvili, Archil 2 Han, Yingbo 2 Hinz, Michael 2 Horvath, Blanka 2 Jiao, Ying 2 Kelleher, Daniel J. 2 Kim, Bumsik 2 Kohatsu-Higa, Arturo 2 Laetsch, Thomas 2 Lin, Chien ...and 369 more Authors
all top 5

#### Cited in 135 Serials

 30 Stochastic Processes and their Applications 23 Journal of Functional Analysis 23 Potential Analysis 17 The Annals of Probability 12 Statistics & Probability Letters 12 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 11 The Journal of Geometric Analysis 10 Probability Theory and Related Fields 9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 9 Transactions of the American Mathematical Society 9 Journal of Theoretical Probability 8 Stochastic Analysis and Applications 7 Journal of Mathematical Analysis and Applications 6 Proceedings of the American Mathematical Society 6 Finance and Stochastics 6 Stochastics 5 Journal of Statistical Physics 5 Journal of Differential Equations 5 Mathematische Annalen 5 Mathematische Zeitschrift 5 Revista Matemática Iberoamericana 5 Electronic Journal of Probability 4 Journal of Mathematical Physics 4 Advances in Mathematics 4 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 4 Calculus of Variations and Partial Differential Equations 4 Stochastics and Dynamics 3 Communications in Partial Differential Equations 3 Journal de Mathématiques Pures et Appliquées. Neuvième Série 3 SIAM Journal on Mathematical Analysis 3 Bulletin des Sciences Mathématiques 3 Bernoulli 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Mathematics and Financial Economics 3 Kinetic and Related Models 3 Science China. Mathematics 2 Annali di Matematica Pura ed Applicata. Serie Quarta 2 Duke Mathematical Journal 2 Illinois Journal of Mathematics 2 Journal of Applied Probability 2 Manuscripta Mathematica 2 Monatshefte für Mathematik 2 The Annals of Applied Probability 2 Geometric and Functional Analysis. GAFA 2 Random Operators and Stochastic Equations 2 The Journal of Fourier Analysis and Applications 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Statistical Inference for Stochastic Processes 2 Acta Mathematica Sinica. English Series 2 Journal of Dynamical and Control Systems 2 Annales Henri Poincaré 2 Journal of Evolution Equations 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Journal of Statistical Mechanics: Theory and Experiment 2 SIGMA. Symmetry, Integrability and Geometry: Methods and Applications 2 SIAM Journal on Financial Mathematics 2 International Journal of Stochastic Analysis 2 Journal of Fractal Geometry 1 Communications in Mathematical Physics 1 Journal d’Analyse Mathématique 1 Lithuanian Mathematical Journal 1 Nuclear Physics. B 1 Physica A 1 Reports on Mathematical Physics 1 Journal of Geometry and Physics 1 Theory of Probability and its Applications 1 Annales de l’Institut Fourier 1 Archiv der Mathematik 1 Canadian Journal of Mathematics 1 Collectanea Mathematica 1 Geometriae Dedicata 1 Integral Equations and Operator Theory 1 Inventiones Mathematicae 1 Journal of Geometry 1 Journal of the Mathematical Society of Japan 1 Journal für die Reine und Angewandte Mathematik 1 Mathematische Nachrichten 1 Memoirs of the American Mathematical Society 1 SIAM Journal on Numerical Analysis 1 Journal of Information & Optimization Sciences 1 Insurance Mathematics & Economics 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series B 1 Acta Applicandae Mathematicae 1 Annals of Global Analysis and Geometry 1 Statistics 1 Forum Mathematicum 1 Sugaku Expositions 1 Annals of Operations Research 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 SIAM Journal on Applied Mathematics 1 Indagationes Mathematicae. New Series 1 Journal of Nonlinear Science 1 Applied Mathematics. Series B (English Edition) 1 Applied and Computational Harmonic Analysis 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Differential Equations (EJDE) 1 Annales Mathématiques Blaise Pascal 1 Fractals ...and 35 more Serials
all top 5

#### Cited in 45 Fields

 247 Probability theory and stochastic processes (60-XX) 92 Global analysis, analysis on manifolds (58-XX) 85 Differential geometry (53-XX) 84 Partial differential equations (35-XX) 37 Operator theory (47-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Statistical mechanics, structure of matter (82-XX) 20 Dynamical systems and ergodic theory (37-XX) 19 Topological groups, Lie groups (22-XX) 19 Abstract harmonic analysis (43-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 16 Numerical analysis (65-XX) 15 Real functions (26-XX) 15 Functional analysis (46-XX) 14 Measure and integration (28-XX) 13 Several complex variables and analytic spaces (32-XX) 13 Ordinary differential equations (34-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 12 Potential theory (31-XX) 9 Statistics (62-XX) 8 Systems theory; control (93-XX) 7 Special functions (33-XX) 5 Combinatorics (05-XX) 4 Difference and functional equations (39-XX) 4 Approximations and expansions (41-XX) 4 Quantum theory (81-XX) 3 Functions of a complex variable (30-XX) 3 Mechanics of particles and systems (70-XX) 3 Fluid mechanics (76-XX) 3 Information and communication theory, circuits (94-XX) 2 Number theory (11-XX) 2 Geometry (51-XX) 2 Algebraic topology (55-XX) 2 Manifolds and cell complexes (57-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Associative rings and algebras (16-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX)