108 citations · 389 across the 75 of their papers we have counts for
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Stochastic areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels
Fabrice Baudoin, Nizar Demni, Jing Wang
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentiall…
Parabolic Anderson model on Heisenberg groups: the Itô setting
Fabrice Baudoin, Cheng Ouyang, Samy Tindel +1
In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group of order . This equation is written as $\partial_t u=\frac{1}{…
Quasi-invariance for infinite-dimensional Kolmogorov diffusions
Fabrice Baudoin, Maria Gordina, Tai Melcher
We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional…
Generalized stochastic areas, Winding numbers, and hyperbolic Stiefel fibrations
Fabrice Baudoin, Nizar Demni, Jing Wang
We study the Brownian motion on the non-compact Grassmann manifold and some of its functionals. The key point is to realiz…
A note on first eigenvalue estimates by coupling methods in Kähler and quaternion Kähler manifolds
Fabrice Baudoin, Gunhee Cho, Guang Yang
In this short note, using the Kendall-Cranston coupling, we study on Kähler (resp. quaternion Kähler) manifolds first eigenvalue estimates in terms of dimension, diameter, and lowe…
Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
Fabrice Baudoin, Jing Wang
We study several matrix diffusion processes constructed from a unitary Brownian motion. In particular, we use the Stiefel fibration to lift the Brownian motion of the complex Grass…