videos

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



  •  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
  • Curvature bounds and heat kernels methods in subriemannian geometry, May 30 2013, Rennes, Slides
  • Smoothing property for stochastic differential equations driven by fractional Brownian motions, July 29, 2013, Boulder CO, Slides
  • Bakry meets Villani, September 19, 2013, Purdue University, Slides 
  • Bakry meets Villani, October 12, 2013, Temple University, AMS sectional meeting, Slides
  • Bakry-Emery meet Villani, ProbaGeo2013, October 28, 2013, Luxemburg , Slides
  • Bakry-Emery meet Villani, XI Symposium de probabilitat, November 19, 2013, Mexico, Slides
  • Bakry-Emery meet Villani, University of Connecticut, December 6, 2013, Slides
  • Smoothing property for stochastic differential equations driven by fractional Brownian motions, IPAM, Los Angeles, January 27, 2014, Slides
  • On the convergence to equilibrium of gases:  A beautiful interplay between physics and mathematics, AnimationSlides
  • An invitation to sub-Riemannian geometries, AnimationSlides
  • Bochner-Weitzenb\"ock's formulas on sub-Riemannian manifolds with transverse symmetries and their applications, Slides
  • Transverse Weitzenbock formulas and their applications, September 29, 2014 Paris, Slides 
  • Hypocoercivity and Riemannian foliations, October 20, 2014, Bordeaux, Slides
  • Sub-Riemannian isoperimetric inequalities, January 29 2015, Urbana Champaign analysis seminar, Slides
  • Sub-Riemannian isoperimetric inequalities, February 12, 2015 Potsdam, Slides 
  • Hypocoercive diffusions, March 2, 2015 Cornell University, Slides 
  • Hypocoercive diffusions, May 12, 2015 Duke University, SEPC 2015,  Slides
  • Hypocoercive diffusions, June 3, 2015 IRMAR, Bucharest,  Slides
  • Curvature dimension inequalities for hypoelliptic operators, Kyoto, July 2015 RIMS, Slides
  • Stochastic Analysis of the Horizontal Brownian Motion, September 2015, Luxemburg, Slides