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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
- Malliavin Calculus and Gaussian Processes
- Financial Mathematics
Research partially funded by NSF
award DMS 0907326
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Stochastic Analysis and Mathematical Physics
conference in honor of Pr. Gross, Cornell
University, April 11-13 (2010), Slides
Modelling
of anticipations on a financial market, Iowa AMS
meeting, March, 2010 Slides
Probability
Seminar of Institut Elie Cartan, France, May 27 (2010)
Slides
Analysis
Seminar of the Mathematical Institute of Bucharest,
Romania, June 2 (2010)
Curvature
dimension inequalities for subelliptic operators,
Brasov Romania, June 30, 2011, Videos: Part
1, Part
2
35th Conference on Stochastic Processes and their
Applications, Oaxaca, Mexico, June 19-24 (2011)
Some aspects of differential equations driven by
fractional Brownian motions, San Diego, July 28, 2011 Slides
Generalized
dimension inequalities for subelliptic operators,
Bonn, Germany, September 6, 2011 Slides
Some aspects of
differential equations driven by fractional Brownian
motions, Berlin, October 10, 2011 Slides
Log-Sobolev inequalities for subelliptic
diffusion operators, Georgia Tech, February, 2012, Slides
Log-Sobolev inequalities for subelliptic
diffusion operators, Rutgers University, February, 2012,
Slides
Log-Sobolev inequalities for subelliptic
diffusion operators, Purdue University, March, 2012, Slides
Taylor expansions for solutions of stochastic
differential equations driven by fractional Brownian
motions, Lawrence AMS meeting, March 2012, Slides
Functional Inequalities: Probability and Geometry in
interaction. University of Connecticut, Mathematics
Colloquium, April 2012, Slides
Functional inequalities for subelliptic diffusion
operators via curvature bounds, Warwick university, UK,
April 2012, Slides
Functional
inequalities for subelliptic diffusion operators via
curvature bounds, Beijing Normal University, China,
July 2012,
Log-Sobolev
inequalities for subelliptic diffusion operators,
Chinese Academy of Sciences, July 2012, China, Slides
Some
aspects of differential equations driven by
fractional Brownian motions, Chinese
Academy of Sciences, July 2012
Martingale
transforms and their projection operators on
manifolds, Purdue University August 2012, Slides
Curvature
dimension inequalities for subelliptic operators,
Warwick University, September 2012, Slides
Some
aspects of differential equations driven by
fractional Brownian motions, Probability seminar,
Urbana Champaign, September 2012, Slides
Functional
Inequalities: Probability and Geometry in
interaction. Duke University, Probability
seminar , October 2012, Slides
Gaussian
bounds and hitting probabilities for SDEs driven
by fractional Brownian motions, Purdue
Probability Seminar, March 2013, Slides
An
introduction to the theory of
functional inequalities with a
geometric content, Purdue Bridge to
Research Seminar, April 2013, Slides
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