Fabrice Baudoin




I am Professor of Mathematics at Purdue University.

Research Interests:

  • Diffusions semigroups, Diffusion processes and Differential Geometry
  • Functional inequalities with a geometric content
  • Rough paths
  • Malliavin Calculus and Gaussian Processes
  • Financial Mathematics
Research partially funded by NSF award DMS 0907326

Phd students under my supervision
  1. Jinwoo Hwang (Mathematical finance)
  2. Bumsim Kim (Functional inequalities for subelliptic heat kernels)
  3. Andrew Ursitti (Subelliptic heat kernels)
  4. Jing Wang (Subelliptic heat kernels on model spaces)
  5. Xuejing Zhang (Stochastic differential equations driven by fractional Brownian motions)
Former Phd students
  1. Michel Bonnefont
  2. Juan Viquez
Former postdoc

Cheng Ouyang