108 citations · 389 across the 75 of their papers we have counts for
4 papers · 2 filters
On small time asymptotics for rough differential equations driven by fractional Brownian motions
Fabrice Baudoin, Cheng Ouyang
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slight…
Stochastic differential equations driven by loops
Fabrice Baudoin
We study the properties of solutions of stochastic differential equations driven by processes generating loops in free nilpotent groups. We are in particular interested in existenc…
Stochastic analysis on sub-Riemannian manifolds with transverse symmetries
Fabrice Baudoin
We prove a geometrically meaningful stochastic representation of the derivative of the heat semigroup on sub-Riemannian manifolds with tranverse symmetries. This representation is…
On probability laws of solutions to differential systems driven by a fractional Brownian motion
Fabrice Baudoin, Eulalia Nualart, Cheng Ouyang +1
This article investigates several properties related to densities of solutions X to differential equations driven by a fractional Brownian motion with Hurst parameter H>1/4. We fir…