108 citations · 389 across the 75 of their papers we have counts for
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Chen series and Atiyah-Singer index theorem
Fabrice Baudoin
The purpose of this work is to give a new and short proof of Atiyah-Singer local index theorem by using heat semigroups approximations based on the truncature of Brownian Chen seri…
A version of Hörmander's theorem for the fractional Brownian motion
F. Baudoin, M. Hairer
It is shown that the law of an SDE driven by fractional Brownian motion with Hurst parameter greater than 1/2 has a smooth density with respect to Lebesgue measure, provided that t…
Self-similarity and fractional Brownian motions on Lie groups
F. Baudoin, L. Coutin
The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by…
Notes on the two-dimensional fractional Brownian motion
Fabrice Baudoin, David Nualart
We study the two-dimensional fractional Brownian motion with Hurst parameter . In particular, we show, using stochastic calculus, that this process admits a skew-product d…