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Fabrice Baudoin

Publications and source records attributed to Fabrice Baudoin.

At least 109 records · Page 6Linked to original sources
arXiv2014

On probability laws of solutions to differential systems driven by a fractional Brownian motion

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 first determine conditions for strict positivity of the density of X_t. Then we obtain some exponential bounds for this density when the diffusion coefficient satisfies an elliptic type condition. Finally, still in the elliptic case, we derive some bounds on the hitting probabilities of sets by fractional differential systems in terms of Newtonian capacities.

math.PR↗
arXiv2013

Smoothing effect of rough differential equations driven by fractional Brownian motions

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter $H>1/4$. The regularization estimates we obtain generalize to the fractional Brownian motion previous results by Kusuoka and Stroock and can be seen as a quantitative version of the existence of smooth densities under Hörmander's type conditions.

math.PR↗
arXiv2013

Curvature dimension inequalities and subelliptic heat kernel gradient bounds on contact manifolds

We study curvature dimension inequalities for the sub-Laplacian on contact Riemannian manifolds. This new curvature dimension condition is then used to obtain: 1) Geometric conditions ensuring the compactness of the underlying manifold (Bonnet-Myers type results); 2) Volume estimates of metric balls; 3) Gradient bounds and stochastic completeness for the heat semigroup generated by the sub-Laplacian; 4) Spectral gap estimates.

math.DG↗
arXiv2012

The subelliptic heat kernel on the three dimensional solvable Lie groups

We study the subelliptic heat kernels of the CR three dimensional solvable Lie groups. We first classify all left-invariant sub-Riemannian structures on three dimensional solvable Lie groups and obtain representations of these groups. We give expressions for the heat kernels on these groups and obtain heat semigroup gradient bounds using a new type of curvature-dimension inequality.

math.DG↗
arXiv2012

Sobolev, Poincare and isoperimetric inequalities for subelliptic diffusion operators satisfying a generalized curvature dimension inequality

By adapting some ideas of M. Ledoux \cite{ledoux2}, \cite{ledoux-stflour} and \cite{Led} to a sub-Riemannian framework we study Sobolev, Poincaré and isoperimetric inequalities associated to subelliptic diffusion operators that satisfy the generalized curvature dimension inequality that was introduced by F. Baudoin and N. Garofalo in \cite{Bau2}. Our results apply in particular on all CR Sasakian manifolds whose horizontal Webster-Tanaka-Ricci curvature is non negative, all Carnot groups with step two, and wide subclasses of principal bundles over Riemannian manifolds whose Ricci curvature is non negative.

math.FA↗
arXiv2011

The Subelliptic Heat Kernel on the CR sphere

We study the heat kernel of the sub-Laplacian L on the CR sphere S2n+1. An explicit and geometrically meaningful formula for the heat kernel is obtained. As a by-product we recover in a simple way the Green function of the conformal sub- Laplacian -L + n2 that was obtained by Geller [12], and also get an explicit formula for the sub-Riemannian distance. The key point is to work in a set of coordinates that reflects the symmetries coming from the fibration S2n+1 \rightarrow CPn.

math.AP↗
arXiv2011

Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions

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 enables us to write the solution as an infinite sum of iterated integrals on a nonempty interval. We apply our deterministic results to stochastic differential equations driven by fractional Brownian motions with Hurst parameter H > 1\2. We also prove that by using L_2 estimates of iterated integrals, the criterion and the speed of convergence for the stochastic Taylor expansion can be improved using Borel-Cantelli type arguments when H\in (1/2, 3/4).

math.PR↗
arXiv2011

Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality

Let $\M$ be a smooth connected manifold endowed with a smooth measure $μ$ and a smooth locally subelliptic diffusion operator $L$ which is symmetric with respect to $μ$. We assume that $L$ satisfies a generalized curvature dimension inequality as introduced by Baudoin-Garofalo \cite{BG1}. Our goal is to discuss functional inequalities for $μ$ like the Poincaré inequality, the log-Sobolev inequality or the Gaussian logarithmic isoperimetric inequality.

math.FA↗
arXiv2011

Sub-Riemannian balls in CR Sasakian manifolds

We prove global estimates for the sub-Riemannian distance of CR Sasakian manifolds with non negative horizontal Webster-Tanaka Ricci curvature. In particular, in this setting, large sub-Riemannian balls are comparable to Riemannian balls.

math.DG↗
arXiv2011

Martingale transforms and their projection operators on manifolds

We prove the boundedness on $L^p$, $1<p<\infty$, of operators on manifolds which arise by taking conditional expectation of transformations of stochastic integrals. These operators include various classical operators such as second order Riesz transforms and operators of Laplace transform-type.

math.PR↗
arXiv2011

Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups

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 this subelliptic setting and give $L^p$-estimates for the Radon-Nikodym derivatives. The main ingredient in our proof is a generalized curvature-dimension estimate which holds on approximating finite-dimensional projection groups. Such estimates were first introduced by Baudoin and Garofalo in \cite{BaudoinGarofalo2011}.

math.PR↗
arXiv2011

Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions

In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H > 1/2, the density of the solution satisfy the log-Sobolev inequality, the Gaussian concentration inequality and admits an upper Gaussian bound. In the rough case H > 1/3 and under the same geometric conditions, we show that the density of the solution is smooth and admits an upper sub-Gaussian bound.

math.PR↗
arXiv2010

Exponential functionals of Brownian motion and class-one Whittaker functions

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up to a constant factor, to a Schrodinger-type partial differential equation. We derive a similar equation for the probability density. We then characterize all diffusion processes which can be interpreted as having the law of the Brownian motion with drift conditioned on the law of its exponential functionals. In the case where the family of linear functionals is a set of simple roots, the Laplace transform of the joint law of the corresponding exponential functionals can be expressed in terms of a (class-one) Whittaker function associated with the corresponding root system. In this setting, we establish some basic properties of the corresponding diffusion processes.

math.PR↗