Searcharxiv⌕ Search

arXiv subjects

Fabrice Baudoin

Publications and source records attributed to Fabrice Baudoin.

119 records · Page 7Linked to original sources
arXiv2009

Perelman's entropy and doubling property on Riemannian manifolds

The purpose of this work is to study some monotone functionals of the heat kernel on a complete Riemannian manifold with nonnegative Ricci curvature. In particular, we show that on these manifolds, the gradient estimate of Li and Yau, the gradient estimate of Ni, the monotonicity of the Perelman's entropy and the volume doubling property are all consequences of an entropy inequality recently discovered by Baudoin-Garofalo. The latter is a linearized version of a logarithmic Sobolev inequality that is due to D. Bakry and M. Ledoux.

math.DG↗
arXiv2009

Stochastic Taylor expansions and heat kernel asymptotics

These notes focus on the applications of the stochastic Taylor expansion of solutions of stochastic differential equations to the study of heat kernels in small times. As an illustration of these methods we provide a new heat kernel proof of the Chern-Gauss-Bonnet theorem.

math.PR↗
arXiv2009

Generalized Bochner formulas and Ricci lower bounds for sub-Riemannian manifolds of rank two

We study a new class of rank two sub-Riemannian manifolds encompassing Riemannian manifolds, CR manifolds with vanishing Webster-Tanaka torsion, orthonormal bundles over Riemannian manifolds, and graded nilpotent Lie groups of step two. These manifolds admit a canonical horizontal connection and a canonical sub-Laplacian. We construct on these manifolds an analogue of the Riemannian Ricci tensor and prove Bochner type formulas for the sub-Laplacian. As a consequence, it is possible to formulate on these spaces a sub-Riemannian analogue of the so-called curvature dimension inequality. Sub-Riemannian manifolds for which this inequality is satisfied are shown to share many properties in common with Riemannian manifolds whose Ricci curvature is bounded from below

math.DG↗
arXiv2008

Chen series and Atiyah-Singer index theorem

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 series.

math.PR↗
arXiv2008

On gradient bounds for the heat kernel on the Heisenberg group

It is known that the couple formed by the two dimensional Brownian motion and its Lévy area leads to the heat kernel on the Heisenberg group, which is one of the simplest sub-Riemannian space. The associated diffusion operator is hypoelliptic but not elliptic, which makes difficult the derivation of functional inequalities for the heat kernel. However, Driver and Melcher and more recently H.-Q. Li have obtained useful gradient bounds for the heat kernel on the Heisenberg group. We provide in this paper simple proofs of these bounds, and explore their consequences in terms of functional inequalities, including Cheeger and Bobkov type isoperimetric inequalities for the heat kernel.

math.PR↗
arXiv2008

Ornstein-Uhlenbeck Processes on Lie Groups

We consider Ornstein-Uhlenbeck processes (OU-processes) associated to hypoelliptic diffusion processes on finite-dimensional Lie groups: let $ \mathcal{L} $ be a hypoelliptic, left-invariant ``sum of the squares''-operator on a Lie group $ G $ with associated Markov process $ X $, then we construct OU-processes by adding negative horizontal gradient drifts of functions $ U $. In the natural case $ U(x) = - \log p(1,x) $, where $ p(1,x) $ is the density of the law of $ X $ starting at identity $ e $ at time $ t =1 $ with respect to the right-invariant Haar measure on $G$, we show the Poincaré inequality by applying the Driver-Melcher inequality for ``sum of the squares'' operators on Lie groups. The resulting Markov process is called the natural OU-process associated to the hypoelliptic diffusion on $ G $. We prove the global strong existence of these OU-type processes on $ G $ under an integrability assumption on $U$. The Poincaré inequality for a large class of potentials $U$ is then shown by a perturbation technique. These results are applied to obtain a hypoelliptic equivalent of standard results on cooling schedules for simulated annealing on compact homogeneous spaces $M$.

math.PR↗
arXiv2006

Notes on the two-dimensional fractional Brownian motion

We study the two-dimensional fractional Brownian motion with Hurst parameter $H>{1/2}$. In particular, we show, using stochastic calculus, that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.

math.PR↗
arXiv2005

Hypoellipticity in infinite dimensions and an application in interest rate theory

We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This result is used to show that HJM-equations from interest rate theory, which satisfy the Hormander condition, have the conceptually undesirable feature that any selection of yields admits a density as multi-dimensional random variable.

math.PR↗