- Further Exponential Generalization of Pitman's 2M-X
theorem,
Electronic Communications in Probability, Vol. 7, 37-46,
(2002).
- Conditioned Stochastic Differential Equations and
Application
to
Finance, Stochastic Processes and their Applications, Vol. 100,
109-145,
(2002).
- Skew-product decompositions of Brownian motions on
manifolds:
A
probabilistic aspect of Lichnerowicz-Szabo theorem, Bulletin des
Sciences Mathématiques, Vol. 126, 481-491, (2002).
- With Michele
Thieullen: Pinning Class of the Wiener Measure by a
Functional: Related Martingales and Invariance Properties,
Probability Theory and Related Fields, Vol. 127, 1-36 (2003).
- Modelling Anticipations on a Financial Market, In
Paris-Princeton Lectures on Mathematical Finance, Springer, LNM 1814,
(2003)
- With David
Nualart:Equivalence
of Volterra Processes, Stochastic Processes and Their
Applications, Vol. 107, 327-350 (2003).
- Conditioning and Initial Enlargement of Filtration on a
Riemannian Manifold, Annals of Probability, Vol. 32, 3A,
2286-2303, (2004).
- With Laurent
Nguyen-Ngoc: The Financial Value of a Weak Information, Finance
and
Stochastics,
8,
pp.
415-435,
(2004).
- Equations differentielles stochastiques conduites par des
lacets
dans les groupes de Carnot, in French, CRAS serie I 338,
(2004) 719-722.
- With Josef
Teichmann: Hypoellipticity in infinite dimensions and an
application in
interest rate theory, Annals of Applied Probability, 2005, Vol.
15, 3, 1765-1777.
- The tangent space to a hypoelliptic diffusion and
applications, Séminaire
de Probabilités,Vol. XXXVIII, LNM 1857, Springer,
(2005).
- An Introduction to the geometry of stochastic flows,
Imperial College Press, 140pp, (2005).
- With Laure
Coutin:
Etude en temps petit du flot d'equations conduites par des mouvements
browniens fractionnaires, in French, Note CRAS, Ser. I 341, 39-42,
(2005).
- With David
Nualart: Notes on the two-dimensional fractional Brownian
motion,
Annals of Probability, 2006, Vol. 34, 1, 159-180.
- With Laure
Coutin: Volterra Bridges and non-canonical Representations,
Markov
processes
and
related
fields,
Vol.
13,
Issue
3,
pp.
587-596,
(2007).
- A Bismut type theorem for subelliptic semigroups,
CRAS,
2007, Vol. 34, 12, pp. 765
- Chen series and Atiyah-Singer theorem, Preprint,
Journal of Functional Analysis, Vol. 254, 2, pp. 301-317 (2008).
- With Laure
Coutin:
Operators associated with a stochastic differential equation driven by
fractional brownian motions, Arxiv
Preprint, Stochastic Processes and their Applications, 117, Issue
5, pp. 550-574,
(2007).
- With Martin
Hairer: A version of Hörmander's theorem for the
fractional Brownian motion, Arixv
Preprint, Prob. The. Rel. Fields., 139, 373-395, (2007).
- With Laure
Coutin:
Self-similarity and fractional Brownian motion on Lie groups, Arxiv
Preprint, Electronic Journal of Probability, Vol. 13, pp.
1120-1139, (2008).
- With D.
Bakry, M. Bonnefont, D. Chafai: On
gradient bounds for the heat kernel on the Heisenberg group Preprint, Journal of
Functional Analysis, Volume 255, Issue 8, pp. 1905-1938 (2008).
- With Martin
Hairer, Josef
Teichmann: Ornstein-Uhlenbeck processes on Lie groups, Arxiv preprint, Journal of
Functional Analysis, Volume 255, Issue 4, Pages 877-890, (2008).
- With Michel Bonnefont:
The
subelliptic
heat
kernel on SU(2):
Representations, Asymptotics and Gradient bounds Arxiv
Preprint, Math. Zeit., Volume 263, Issue 3, Pages 647-672, (2009).
- With D.
Bakry, Michel Bonnefont,
B.
Qian
:
Subelliptic
Li-Yau estimates on
three dimensional model spaces Arxiv preprint , Potential
Theory and Stochastics in Albac, Aurel Cornea Memorial Volume (2009).
- With N.
O'Connell: Exponential functionals of Brownian motion and class one
Whittaker functions, Accepted for publication in Annales de l'IHP
Arxiv preprint
- With Nicola Garofalo: Curvature-dimension inequalities and
Ricci lower bounds for sub-Riemannian manifolds with transverse
symmetries,
Arxiv preprint
- Stochastic Taylor
expansions and heat kernels asymptotics, Accepted for
publication in ESAIMPS, 2010,
Arxiv preprint
- Stochastic processes,
in The International Encyclopedia of Education, 3rd
Edition, edited by
Barry McGaw, Penelope Peterson and Eva Baker, Elsevier (2009).
- With Nicola Garofalo: Perelman's entropy and doubling property
on Riemannian manifolds, Accepted for publication in Journal of
Geometric Analysis, 2010, Arxiv
preprint
- With Cheng Ouyang:
Small-time kernel expansion for solutions of stochastic differential
equations driven by fractional Brownian motions, Stochastic
Processes and their Applications, Volume 121, Issue 4, April 2011,
Pages 759-792,
Arxiv preprint
- With Michel Bonnefont
and Nicola Garofalo: A sub-Riemannian curvature-dimension
inequality, volume doubling property and the Poincaré
inequality, 2010, Arxiv
preprint
- With Alice Vatamanelu: A
note on lower bounds estimates for the Neumann eigenvalues of
manifolds with positive Ricci curvature, 2010, Arxiv
preprint
- With Cheng Ouyang:
Gradient
Bounds
for Solutions of Stochastic Differential Equations Driven by
Fractional Brownian Motions, 2011 , Arxiv
preprint
- With Cheng Ouyang and Samy
Tindel:
Upper bounds for the density of solutions of stochastic differential
equations driven by fractional Brownian motions, 2011 , Arxiv
preprint
- With Nicola Garofalo: A note on boundedness of Riesz transform
for some subelliptic operators, 2011,
Arxiv preprint
- With Michel Bonnefont:
Log-Sobolev
inequalities
for
subelliptic
operators
satisfying
a generalized curvature dimension
inequality, 2011, Arxiv
preprint