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20112026
most citedUpper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions

1 citations · 4 across the 12 of their papers we have counts for

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math.PR2025

Weighted Besov spaces on Heisenberg groups and applications to the Parabolic Anderson model

Fabrice Baudoin, Li Chen, Che-Hung Huang +3

This article aims at a proper definition and resolution of the parabolic Anderson model on Heisenberg groups . This stochastic PDE is understood in a pathwise (Stra…

math.PR2024

Moment estimates for the stochastic heat equation on Cartan-Hadamard manifolds

Fabrice Baudoin, Hongyi Chen, Cheng Ouyang

We study the effect of curvature on the Parabolic Anderson model by posing it over a Cartan-Hadamard manifold. We first construct a family of noises white in time and colored in sp…

math.PR2024

Parabolic Anderson model in bounded domains of recurrent metric measure spaces

Fabrice Baudoin, Li Chen, Che-Hung Huang +3

A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the…

math.PR2022

Dirichlet fractional Gaussian fields on the Sierpinski gasket and their discrete graph approximations

Fabrice Baudoin, Li Chen

We define and study the Dirichlet fractional Gaussian fields on the Sierpinski gasket and show that they are limits of fractional discrete Gaussian fields defined on the sequence o…

math.PR2011★ 1 cited

Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions

Fabrice Baudoin, Cheng Ouyang, Samy Tindel

In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show th…