29 citations · 53 across the 5 of their papers we have counts for
5 papers
Subelliptic Li-Yau estimates on three dimensional model spaces
D. Bakry, F. Baudoin, M. Bonnefont +1
We describe three elementary models in three dimensional subelliptic geometry which correspond to the three models of the Riemannian geometry (spheres, Euclidean spaces and Hyperbo…
The subelliptic heat kernel on SU(2): Representations, Asymptotics and Gradient bounds
Fabrice Baudoin, Michel Bonnefont
The Lie group SU(2) endowed with its canonical subriemannian structure appears as a three-dimensional model of a positively curved subelliptic space. The goal of this work is to st…
Ornstein-Uhlenbeck Processes on Lie Groups
Fabrice Baudoin, Martin Hairer, Josef Teichmann
We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let be a hypoelliptic, left…
Operators associated with stochastic differential equations driven by fractional Brownian motions
Fabrice Baudoin, Laure Coutin
In this paper, by using a Taylor development type formula, we show how it is possible to associate differential operators with stochastic differential equations driven by a fractio…
Hypoellipticity in infinite dimensions and an application in interest rate theory
Fabrice Baudoin, Josef Teichmann
We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This…