videos

Fabrice Baudoin






I am Associate 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



  • Curvature dimension inequalities for subelliptic operators, Brasov Romania, June 30, 2011, Videos:  Part 1, Part 2
  •  Some aspects of differential equations driven by fractional Brownian motions, University at Illinois at Chicago, October 25, 2011 Slides
  •  Some aspects of differential equations driven by fractional Brownian motions, Berlin, October 10, 2011 Slides
  •  Generalized dimension inequalities for subelliptic operators, Bonn, Germany, September 6, 2011 Slides
  •  Some aspects of differential equations driven by fractional Brownian motions, San Diego, July 28, 2011 Slides
  •  Modelling of anticipations on a financial market, Iowa AMS meeting, March, 2010 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