
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 1113 (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 1924 (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
LogSobolev inequalities for subelliptic
diffusion operators, Georgia Tech, February, 2012, Slides
LogSobolev inequalities for subelliptic
diffusion operators, Rutgers University, February, 2012,
Slides
LogSobolev 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,
LogSobolev
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
BakryEmery
meet Villani, ProbaGeo2013,
October 28, 2013, Luxemburg ,
Slides
BakryEmery
meet Villani, XI Symposium
de probabilitat, November
19, 2013, Mexico, Slides
BakryEmery
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, Animation,
Slides
An
invitation to subRiemannian
geometries,
Animation,
Slides
BochnerWeitzenb\"ock's
formulas on subRiemannian
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
SubRiemannian
isoperimetric inequalities, January 29 2015, Urbana
Champaign analysis seminar, Slides
SubRiemannian
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
