108 citations · 389 across the 75 of their papers we have counts for
4 papers · 2 filters
Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions
Fabrice Baudoin, Xuejing Zhang
We study the Taylor expansion for the solution of a differential equation driven by a multidimensional Holder path with exponent β> 1/2. We derive a convergence criterion that ena…
Martingale transforms and their projection operators on manifolds
Rodrigo Bañuelos, Fabrice Baudoin
We prove the boundedness on , , of operators on manifolds which arise by taking conditional expectation of transformations of stochastic integrals. These operators…
Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups
Fabrice Baudoin, Maria Gordina, Tai Melcher
We study heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg-like Lie groups. In particular, we show that Cameron-Martin type quasi-invariance results hold in th…
Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions
Fabrice Baudoin, Cheng Ouyang
We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional ine…