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Fabrice Baudoin

Publications and source records attributed to Fabrice Baudoin.

At least 73 records · Page 4Linked to original sources
arXiv2020

The subelliptic heat kernel of the octonionic Hopf fibration

We study the sub-Laplacian of the $15$-dimensional unit sphere which is obtained by lifting with respect to the Hopf fibration the Laplacian of the octonionic projective space. We obtain in particular explicit formulas for its heat kernel and deduce an expression for the Green function of a related sub-Laplacian. As a byproduct we also obtain the spectrum of the sub-Laplacian, the small-time asymptotics of the heat kernel and explicitly compute the sub-Riemannian distance.

math.DG↗
arXiv2019

BV functions and fractional Laplacians on Dirichlet spaces

We study $L^p$ Besov critical exponents and isoperimetric and Sobolev inequalities associated with fractional Laplacians on metric measure spaces. The main tool is the theory of heat semigroup based Besov classes in Dirichlet spaces that was introduced by the authors in previous works.

math.MG↗
arXiv2019

Quaternionic Brownian windings

We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical geometries while the hyperbolic winding exhibits a different long time-behavior. The corresponding asymptotic law seems to be new and is related to the Cauchy relativistic distribution.

math.PR↗
arXiv2019

Density of the signature process of fBm

We study the density of the signature of fractional Brownian motions with parameter $H>1/4$. In particular, we prove existence, smoothness, global Gaussian upper bounds and Varadhan's type asymptotics for this density. A key result is that the estimates on the density we obtain are controlled by the Carnot-Carathéodory distance of the group.

math.PR↗
arXiv2019

Gradient Bounds for Kolmogorov Type Diffusions

We study gradient bounds and other functional inequalities for the diffusion semigroup generated by Kolmogorov type operators. The focus is on two different methods: coupling techniques and generalized $Γ$-calculus techniques. The advantages and drawbacks of each of these methods are discussed.

math.PR↗
arXiv2019

Quaternionic stochastic areas

We study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces $\mathbb{H}H^n$ and $\mathbb{H}P^n$. The characteristic functions of fixed-time marginals of these processes are computed and allows for the explicit description of their corresponding large-time limits. We also obtain exact formulas for the semigroup densities of the stochastic area processes using a Doob transform in the former case and the semigroup density of the circular Jacobi process in the latter. For $\mathbb{H}H^n$, the geometry of the quaternionic anti-de Sitter fibration plays a central role , whereas for $\mathbb{H}P^n$, this role is played by the quaternionic Hopf fibration.

math.PR↗
arXiv2018

Sub-Laplacians and hypoelliptic operators on totally geodesic Riemannian foliations

These notes are the basis of a course given at the Institut Henri Poincare in September 2014. We survey some recent results related to the geometric analysis of hypoelliptic diffusion operators on totally geodesic Riemannian foliations. We also give new applications to the study of hypocoercive estimates for Kolmogorov type operators.

math.DG↗
arXiv2018

The financial value of knowing the distribution of stock prices in discrete market models

An explicit formula is derived for the value of weak information in a discrete time model that works for a wide range of utility functions including the logarithmic and power utility. We assume a complete market with a finite number of assets and a finite number of possible outcomes. Explicit calculations are performed for a binomial model with two assets. The case of trinomial models is also discussed.

q-fin.MF↗
arXiv2018

The horizontal heat kernel on the quaternionic anti de-Sitter spaces and related twistor spaces

The geometry of the quaternionic anti-de Sitter fibration is studied in details. As a consequence, we obtain formulas for the horizontal Laplacian and subelliptic heat kernel of the fibration. The heat kernel formula is explicit enough to derive small time asymptotics. Related twistor spaces and corresponding heat kernels are also discussed and the connection to the quaternionic magnetic Laplacian is done.

math.DG↗
arXiv2018

Sub-Laplacian comparison theorems on totally geodesic Riemannian foliations

We develop a variational theory of geodesics for the canonical variation of the metric of a totally geodesic foliation. As a consequence, we obtain comparison theorems for the horizontal and vertical Laplacians. In the case of Sasakian foliations, we show that sharp horizontal and vertical comparison theorems for the sub-Riemannian distance may be obtained as a limit of horizontal and vertical comparison theorems for the Riemannian distances approximations.

math.DG↗
arXiv2018

Transverse Weitzenböck formulas and de Rham cohomology of totally geodesic foliations

We prove transverse Weitzenböck identities for the horizontal Laplacians of a totally geodesic foliation. As a consequence, we obtain nullity theorems for the de Rham cohomology assuming only the positivity of curvature quantities transverse to the leaves. Those curvature quantities appear in the adiabatic limit of the canonical variation of the metric.

math.DG↗
arXiv2018

Integral representation of the subelliptic heat kernel on the complex anti-de Sitter fibration

We derive an integral representation for the subelliptic heat kernel of the complex anti-de Sitter fibration. Our proof is different from the one used in Jing Wang \cite{Wan} since it appeals to the commutativity of the D'Alembertian and of the Laplacian acting on the vertical variable rather than the analytic continuation of the heat semigroup of the real hyperbolic space. Our approach also sheds the light on the connection between the sub-Laplacian of the above fibration and the so-called generalized Maass Laplacian, and on the role played by the odd dimensional real hyperbolic space.

math.CV↗
arXiv2018

Gundy-Varopoulos martingale transforms and their projection operators on manifolds and vector bundles

This paper proves the $L^p$ boundedness of generalized first order Riesz transforms obtained as conditional expectations of martingale transforms à la Gundy-Varopoulos for quite general diffusions on manifolds and vector bundles. Several specific examples and applications are presented: Lie groups of compact type, the Heisenberg group, SU(2), and Riesz transforms on forms and spinors.

math.FA↗