Research articles

Published articles

2026

Quaternionic stochastic areas on quaternionic full flag manifolds and applications
With Teije Kuijper, Jing Wang.
Journal of Theoretical Probability 39 (2026), no. 3, Article 52.   arXiv · Published version

Sub-Laplacian comparison theorems on Riemannian foliations with minimal leaves and applications
Fabrice Baudoin.
Communications on Pure and Applied Analysis 32 (2026), 192–214.   arXiv · Published version

Dimension-independent functional inequalities by tensorization and projection arguments
With Maria Gordina, Rohan Sarkar.
Mathematische Nachrichten 299 (2026), no. 7, 1665–1691.   arXiv · Published version

Parabolic Anderson model in bounded domains of recurrent metric measure spaces
With Li Chen, Che-Hung Huang,  Cheng Ouyang, Samy Tindel, Jing Wang.
Transactions of the American Mathematical Society 379 (2026), no. 3, 1799–1851.   arXiv · Published version

2025

Moment estimates for the stochastic heat equation on Cartan-Hadamard manifolds
With Hongyi Chen, Cheng Ouyang.
Journal of Mathematical Analysis and Applications 552 (2025), no. 2, Article 129805.   arXiv · Published version

Korevaar-Schoen p-energies and their Γ-limits on Cheeger spaces
With Patricia Alonso Ruiz.
Nonlinear Analysis 256 (2025), Article 113779.   arXiv · Published version

Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
With Maria Gordina, David Herzog, Jina Kim, Tai Melcher.
Journal of Functional Analysis 288 (2025), no. 6, Article 110814.   arXiv · Published version

Dirichlet forms on metric measure spaces as Mosco limits of Korevaar-Schoen energies
With Patricia Alonso Ruiz.
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 26 (2025), no. 3, 1539–1573.   arXiv · Published version

Comparison theorems on H-type sub-Riemannian manifolds
With Erlend Grong, Sylvie Vega Molino, Luca Rizzi.
Calculus of Variations and Partial Differential Equations 64 (2025), Article 143.   arXiv

2024

Fractional stable random fields on the Sierpiński gasket
With Céline Lacaux.
Stochastic Processes and their Applications 178 (2024), Article 104481.   arXiv · Published version

Heat kernel gradient estimates for the Vicsek set
With Li Chen.
Mathematische Nachrichten 297 (2024), no. 12, 4450–4477.   arXiv · Published version

Korevaar-Schoen-Sobolev spaces and critical exponents in metric measure spaces
Fabrice Baudoin.
Annales Fennici Mathematici 49 (2024), no. 2, 487–527.   arXiv · Published version

Quasi-invariance for infinite-dimensional Kolmogorov diffusions
With Maria Gordina and Tai Melcher.
Potential Analysis 60 (2024), no. 2, 807–831.   arXiv · Published version

2023

Sobolev spaces and Poincaré inequalities on the Vicsek fractal
With Li Chen.
Annales Fennici Mathematici 48 (2023), no. 1, 3–26.   arXiv

Parabolic Anderson model on Heisenberg groups: the Itô setting
With Cheng Ouyang, Samy Tindel, Jing Wang.
Journal of Functional Analysis 285 (2023), no. 1, Article 109920.   arXiv · Published version

Dirichlet fractional Gaussian fields on the Sierpinski gasket and their discrete graph approximations
With Li Chen.
Stochastic Processes and their Applications 162 (2023), 593–616.   arXiv

Generalized stochastic areas, winding numbers, and hyperbolic Stiefel fibrations
With Nizar Demni, Jing Wang.
International Mathematics Research Notices (2023), no. 9, 7925–7960.   arXiv · Published version

Yet another heat semigroup characterization of BV functions on Riemannian manifolds
With Patricia Alonso Ruiz.
Annales de la Faculté des Sciences de Toulouse. Mathématiques 32 (2023), no. 3, 577–606.   arXiv

BV functions and fractional Laplacians on Dirichlet spaces
With Patricia Alonso Ruiz, Li Chen, Luke Rogers, Nageswari Shanmugalingam, Alexander Teplyaev.
Asian Journal of Mathematics 27 (2023), no. 4, 441–466.   arXiv · Published version

2022

Oscillations of BV measures on unbounded nested fractals
With Patricia Alonso Ruiz.
Journal of Fractal Geometry 9 (2022), no. 3–4, 373–396.   arXiv · Published version

A horizontal Chern-Gauss-Bonnet formula on totally geodesic foliations
With Erlend Grong, Sylvie Vega Molino.
Annals of Global Analysis and Geometry 61 (2022), 759–776.   arXiv · Published version

A note on first eigenvalue estimates by coupling methods in Kähler and quaternion Kähler manifolds
With Gunhee Cho and Guang Yang.
Electronic Communications in Probability 27 (2022), Article 12.   arXiv · Published version

A note on second order Riesz transforms in 3-dimensional Lie groups
With Li Chen.
Archiv der Mathematik 118 (2022), 291–304.   arXiv · Published version

Brownian motions and heat kernel lower bounds on Kähler and quaternion Kähler manifolds
With Guang Yang.
International Mathematics Research Notices (2022), no. 6, 4659–4681.   arXiv · Published version

Fractional Gaussian fields on the Sierpiński gasket and related fractals
With Céline Lacaux.
Journal d’Analyse Mathématique 146 (2022), no. 2, 719–739.   arXiv · Published version

H-type foliations
With Erlend Grong, Sylvie Vega Molino, Luca Rizzi.
Differential Geometry and its Applications 85 (2022), Article 101952.   arXiv

2021

Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
With Jing Wang.
Electronic Journal of Probability 26 (2021), Article 38, 1–21.   arXiv · Published version

Transportation inequalities for Markov kernels and their applications
With Nate Eldredge.
Electronic Journal of Probability 26 (2021), Article 45, 1–30.   arXiv

The subelliptic heat kernel of the octonionic anti-de Sitter fibration
With Gunhee Cho.
SIGMA 17 (2021), Article 014.   arXiv

Multiplier theorems via martingale transforms
With Rodrigo Bañuelos, Li Chen, Yannick Sire.
Journal of Functional Analysis 281 (2021), no. 9, Article 109188.   arXiv

Gagliardo-Nirenberg, Trudinger-Moser and Morrey inequalities on Dirichlet spaces
Fabrice Baudoin.
Journal of Mathematical Analysis and Applications 497 (2021), no. 2, Article 124899.   arXiv · Patricia Alonso-Ruiz

Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials
With Maria Gordina, David Herzog.
Archive for Rational Mechanics and Analysis 241 (2021), no. 2, 765–804.   arXiv · Published version

Quaternionic Brownian windings
With Nizar Demni, Jing Wang.
Journal of Theoretical Probability 34 (2021), 2368–2385.   arXiv · Published version

Improved Beckner-Sobolev inequalities on Kähler manifolds
With Ovidiu Munteanu.
Journal of Geometric Analysis 31 (2021), 100–125.   arXiv

The subelliptic heat kernel of the octonionic Hopf fibration
With Gunhee Cho.
Potential Analysis 55 (2021), no. 2, 211–228.   arXiv · Published version

Besov class via heat semigroup on Dirichlet spaces III: BV functions and sub-Gaussian heat kernel estimates
With Patricia Alonso Ruiz, Li Chen, Luke Rogers, Nageswari Shanmugalingam, Alexander Teplyaev.
Calculus of Variations and Partial Differential Equations 60 (2021), no. 5, Article 170.   arXiv · Published version

Quaternionic stochastic areas
With Nizar Demni, Jing Wang.
Stochastic Processes and their Applications 131 (2021), 311–339.   arXiv

2020

Radial processes for sub-Riemannian Brownian motions and applications
With Erlend Grong, Kazumasa Kuwada, Rob Neel, Anton Thalmaier.
Electronic Journal of Probability 25 (2020), Article 97, 1–17.   arXiv

Density of the signature process of fBm
With Qi Feng,  Cheng Ouyang.
Transactions of the American Mathematical Society 373 (2020), no. 12, 8583–8610.   arXiv · Published version

Besov class via heat semigroup on Dirichlet spaces II: BV functions and Gaussian heat kernel estimates
With Patricia Alonso Ruiz, Li Chen, Luke Rogers, Nageswari Shanmugalingam, Alexander Teplyaev.
Calculus of Variations and Partial Differential Equations 59 (2020), no. 3, Article 103.   arXiv · Published version

Besov class via heat semigroup on Dirichlet spaces I: Sobolev type inequalities
With Patricia Alonso Ruiz, Li Chen, Luke Rogers, Nageswari Shanmugalingam, Alexander Teplyaev.
Journal of Functional Analysis 278 (2020), no. 11, Article 108459.   arXiv

The horizontal heat kernel on the quaternionic anti-de Sitter spaces and related twistor spaces
With Nizar Demni, Jing Wang.
Potential Analysis 52 (2020), no. 2, 281–300.   arXiv · Published version

Gradient bounds for Kolmogorov type diffusions
With Maria Gordina, Phanuel Mariano.
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 56 (2020), 612–636.   arXiv

Gundy-Varopoulos martingale transforms and their projection operators on manifolds and vector bundles
With Rodrigo Bañuelos, Li Chen.
Mathematische Annalen 378 (2020), no. 1–2, 359–388.   arXiv · Published version

2019

On the Cheng-Yau gradient estimate for Carnot groups and sub-Riemannian manifolds
With Maria Gordina, Phanuel Mariano.
Proceedings of the American Mathematical Society 147 (2019), no. 7, 3181–3189.   arXiv

The financial value of knowing the distribution of stock prices in discrete market models
With Ayelet Amiran, Skylyn Brock, Berend Coster, Ryan Craver, Ugonna Ezeaka, Phanuel Mariano, Mary Wishart.
Involve 12 (2019), 883–899.   arXiv

Transverse Weitzenböck formulas and de Rham cohomology of totally geodesic foliations
With Erlend Grong.
Annals of Global Analysis and Geometry 56 (2019), no. 2, 403–428.   arXiv

Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
With Qi Feng, Maria Gordina.
Journal of Functional Analysis 277 (2019), 1362–1422.   arXiv

Sub-Laplacian comparison theorems on totally geodesic Riemannian foliations
With Erlend Grong, Kazumasa Kuwada, Anton Thalmaier.
Calculus of Variations and Partial Differential Equations 58 (2019), no. 4, Article 130.   arXiv

Differential forms on Dirichlet spaces and Bakry-Émery estimates on metric graphs
With Daniel J. Kelleher.
Transactions of the American Mathematical Society 371 (2019), no. 5, 3145–3178.   arXiv

2018

Integral representation of the subelliptic heat kernel on the complex anti-de Sitter fibration
With Nizar Demni.
Archiv der Mathematik 111 (2018), no. 4, 399–406.   arXiv

Hypocoercive estimates on foliations and velocity spherical Brownian motion
With Camille Tardif.
Kinetic and Related Models 11 (2018), no. 1, 1–23.   arXiv

2017

Stochastic areas, windings and Hopf fibrations
With Jing Wang.
Probability Theory and Related Fields 169 (2017), no. 3–4, 977–1005.   arXiv

Stochastic analysis on sub-Riemannian manifolds with transverse symmetries
Fabrice Baudoin.
The Annals of Probability 45 (2017), no. 1, 56–81.   arXiv

Bakry-Émery meet Villani
Fabrice Baudoin.
Journal of Functional Analysis 273 (2017), no. 7, 2275–2291.   arXiv

Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries
With Nicola Garofalo.
Journal of the European Mathematical Society 19 (2017), no. 1, 151–219.   arXiv

2016

Reverse Poincaré inequalities, isoperimetry and Riesz transforms in Carnot groups
With Michel Bonnefont.
Nonlinear Analysis 131 (2016), 48–59.   arXiv

Transverse Weitzenböck formulas and curvature dimension inequalities on Riemannian foliations with totally geodesic leaves
With Bumsik Kim and Jing Wang.
Communications in Analysis and Geometry 24 (2016), no. 5, 913–937.   arXiv

The Lichnerowicz-Obata theorem on sub-Riemannian manifolds with transverse symmetries
With Bumsik Kim.
Journal of Geometric Analysis 26 (2016), no. 1, 156–170.   arXiv

On probability laws of differential systems driven by fractional Brownian motions
With Eulalia Nualart, Cheng Ouyang, Samy Tindel.
The Annals of Probability 44 (2016), no. 4, 2554–2590.   arXiv

Smoothing effect of rough differential equations driven by fractional Brownian motions
With Cheng Ouyang and Xuejing Zhang.
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 52 (2016), no. 1, 412–428.   arXiv

2015

Curvature-dimension estimates for the Laplace-Beltrami operator of a totally geodesic foliation
With Michel Bonnefont.
Nonlinear Analysis 126 (2015), 159–169.   arXiv

Varadhan estimates for rough differential equations driven by fractional Brownian motions
With Cheng Ouyang and Xuejing Zhang.
Stochastic Processes and their Applications 125 (2015), no. 2, 634–652.   arXiv

The subelliptic heat kernel on the three-dimensional solvable groups
With Matthew Cecil.
Forum Mathematicum 27 (2015), no. 4, 2051–2086.   arXiv

2014

The subelliptic heat kernels of the quaternionic Hopf fibration
With Jing Wang.
Potential Analysis 41 (2014), no. 3, 959–982.   arXiv

Curvature dimension inequalities and subelliptic heat kernel gradient bounds on contact manifolds
With Jing Wang.
Potential Analysis 40 (2014), 163–193.   arXiv

Volume and distance comparison theorems for sub-Riemannian manifolds
With Michel Bonnefont, Nicola Garofalo, Isidro H. Munive.
Journal of Functional Analysis 267 (2014), no. 7, 2005–2027.   arXiv

Sobolev, Poincaré and isoperimetric inequalities for subelliptic diffusion operators satisfying a generalized curvature dimension inequality
With Bumsik Kim.
Revista Matemática Iberoamericana 30 (2014), no. 1, 109–131.   arXiv

Upper bounds for the density of solutions of stochastic differential equations driven by fractional Brownian motions
With Cheng Ouyang and Samy Tindel.
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 50 (2014), 111–135.   arXiv

A sub-Riemannian curvature-dimension inequality, volume doubling property and the Poincaré inequality
With Michel Bonnefont and Nicola Garofalo.
Mathematische Annalen 358 (2014), no. 3–4, 833–860.   arXiv

2013

The subelliptic heat kernel on the CR sphere
With Jing Wang.
Mathematische Zeitschrift 275 (2013), no. 1–2, 135–150.   arXiv

Sub-Riemannian balls in CR Sasakian manifolds
With Michel Bonnefont.
Proceedings of the American Mathematical Society 141 (2013), no. 11, 3919–3924.   arXiv

Martingale transforms and their projection operators on manifolds
With Rodrigo Bañuelos.
Potential Analysis 38 (2013), no. 4, 1071–1089.   arXiv

Quasi-invariance for heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg groups
With Maria Gordina and Tai Melcher.
Transactions of the American Mathematical Society 365 (2013), no. 8, 4313–4350.   arXiv

A note on boundedness of Riesz transform for some subelliptic operators
With Nicola Garofalo.
International Mathematics Research Notices (2013), no. 2, 398–421.   arXiv

2012

Taylor expansion for the solution of a stochastic differential equation driven by fractional Brownian motions
With Xuejing Zhang.
Electronic Journal of Probability 17 (2012), Article 51, 1–21.   Article

Log-Sobolev inequalities for subelliptic operators satisfying a generalized curvature dimension inequality
With Michel Bonnefont.
Journal of Functional Analysis 262 (2012), no. 6, 2646–2676.   arXiv

A note on lower bounds estimates for the Neumann eigenvalues of manifolds with positive Ricci curvature
With Alice Vatamanelu.
Potential Analysis 37 (2012), no. 1, 91–101.   arXiv

Stochastic Taylor expansions and heat kernels asymptotics
Fabrice Baudoin.
ESAIM: Probability and Statistics 16 (2012), 453–478.   arXiv

2011

Small-time kernel expansion for solutions of stochastic differential equations driven by fractional Brownian motions
With Cheng Ouyang.
Stochastic Processes and their Applications 121 (2011), no. 4, 759–792.   arXiv

Perelman’s entropy and doubling property on Riemannian manifolds
With Nicola Garofalo.
Journal of Geometric Analysis 21 (2011), 1119–1131.   arXiv

Exponential functionals of Brownian motion and class one Whittaker functions
With N. O'Connell.
Annales de l’Institut Henri Poincaré, Probabilités et Statistiques 47 (2011), 1096–1120.   arXiv

2009

The subelliptic heat kernel on SU(2): representations, asymptotics and gradient bounds
With Michel Bonnefont.
Mathematische Zeitschrift 263 (2009), no. 3, 647–672.   arXiv

2008

Ornstein-Uhlenbeck processes on Lie groups
With Martin Hairer, Josef Teichmann.
Journal of Functional Analysis 255 (2008), no. 4, 877–890.   arXiv

On gradient bounds for the heat kernel on the Heisenberg group
With Dominique Bakry, Michel Bonnefont, Djalil Chafaï.
Journal of Functional Analysis 255 (2008), no. 8, 1905–1938.   arXiv · D. Bakry · M. Bonnefont · D. Chafai

Brownian Chen series and Atiyah-Singer theorem
Fabrice Baudoin.
Journal of Functional Analysis 254 (2008), no. 2, 301–317.   Article

Self-similarity and fractional Brownian motions on Lie groups
With Laure Coutin.
Electronic Journal of Probability 13 (2008), 1120–1139.   arXiv · Published version

2007

A version of Hörmander’s theorem for the fractional Brownian motion
With Martin Hairer.
Probability Theory and Related Fields 139 (2007), 373–395.   arXiv

Operators associated with a stochastic differential equation driven by fractional Brownian motions
With Laure Coutin.
Stochastic Processes and their Applications 117 (2007), no. 5, 550–574.   arXiv

Volterra bridges and non-canonical representations
With Laure Coutin.
Markov Processes and Related Fields 13 (2007), no. 3, 587–596.   Article

A Bismut type theorem for subelliptic semigroups
Fabrice Baudoin.
Comptes Rendus Mathématique (2007), no. 12, 765.

2006

Notes on the two-dimensional fractional Brownian motion
With David Nualart.
The Annals of Probability 34 (2006), no. 1, 159–180.   Article

2005

Étude en temps petit du flot d’équations conduites par des mouvements browniens fractionnaires
With Laure Coutin.
Comptes Rendus Mathématique 341 (2005), 39–42.   Article

Hypoellipticity in infinite dimensions and an application in interest rate theory
With Josef Teichmann.
The Annals of Applied Probability 15 (2005), no. 3, 1765–1777.   Article

2004

Équations différentielles stochastiques conduites par des lacets dans les groupes de Carnot
Fabrice Baudoin.
Comptes Rendus Mathématique 338 (2004), 719–722.

Conditioning and initial enlargement of filtration on a Riemannian manifold
Fabrice Baudoin.
The Annals of Probability 32 (2004), no. 3A, 2286–2303.   Article

The financial value of a weak information
With Laurent Nguyen-Ngoc.
Finance and Stochastics 8 (2004), 415–435.   Article

2003

Equivalence of Volterra processes
With David Nualart.
Stochastic Processes and their Applications 107 (2003), 327–350.   Article

Pinning class of the Wiener measure by a functional: related martingales and invariance properties
With Michele Thieullen.
Probability Theory and Related Fields 127 (2003), 1–36.   Article

2002

Skew-product decompositions of Brownian motions on manifolds: a probabilistic aspect of Lichnerowicz-Szabo theorem
Fabrice Baudoin.
Bulletin des Sciences Mathématiques 126 (2002), 481–491.   Article

Conditioned stochastic differential equations and application to finance
Fabrice Baudoin.
Stochastic Processes and their Applications 100 (2002), 109–145.   Article

Further exponential generalization of Pitman’s 2M-X theorem
Fabrice Baudoin.
Electronic Communications in Probability 7 (2002), 37–46.   Link.

Preprints and manuscripts

2026

Asymptotic mean value Laplacian on equiregular sub-Riemannian manifolds
With Jonathan Junné, David Tewodrose.
Preprint (2026).   arXiv

Sub-Riemannian Selberg Trace Formulae for Compact Quotients of SL(2,R) and Determinants of Sub-Laplacians
Fabrice Baudoin.
Preprint (2026).   arXiv

Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type
With Alexandre Reber.
Preprint (2026).   arXiv

Sub-Laplacian generalized curvature dimension inequalities on Riemannian foliations
With Guang Yang.
Preprint (2026).   arXiv

2025

Korevaar-Schoen and heat kernel characterizations of Sobolev and BV spaces on local trees
With Li Chen, Meng Yang.
Preprint (2025).   arXiv

Orlicz-Sobolev embeddings and heat kernel based Besov classes
With Patricia Alonso Ruiz.
Preprint (2025).   arXiv

Brownian motion and stochastic areas on complex full flag manifolds
With Nizar Demni, Teije Kuijper,  Jing Wang.
Preprint (2025).   arXiv

Weighted Besov spaces on Heisenberg groups and applications to the Parabolic Anderson model
With Li Chen, Che-Hung Huang,  Cheng Ouyang, Samy Tindel, Jing Wang.
Preprint (2025).   arXiv

2024

On the law of the index of Brownian loops related to the Hopf and anti-de Sitter fibrations
With Teije Kuijper.
Preprint (2024).   arXiv

The indifference value of the weak information
With Oleksii Mostovyi.
Preprint (2024).   arXiv · Oleksii Mostovyii:

Bottom of the spectrum for manifolds foliated by minimal leaves
Fabrice Baudoin.
Preprint (2024).   arXiv

Extension method in Dirichlet spaces with sub-Gaussian estimates and applications to regularity of jump processes on fractals
With Quanjun Lang and Yannick Sire.
Preprint (2024).   arXiv

2022

Variations of the sub-Riemannian distance on Sasakian manifolds with applications to coupling
With Erlend Grong, Rob Neel, Anton Thalmaier.
Preprint (2022).   arXiv

2020

Powers of generators on Dirichlet spaces and applications to Harnack principles
With Quanjun Lang and Yannick Sire.
Preprint; superseded by Extension method in Dirichlet spaces with sub-Gaussian estimates and applications to regularity of jump processes on fractals (2020).   arXiv

2018

BV functions and Besov spaces associated with Dirichlet spaces
With Patricia Alonso Ruiz, Li Chen, Luke Rogers, Nageswari Shanmugalingam, Alexander Teplyaev.
Book draft (not submitted) (2018).   arXiv

2016

Wasserstein contraction properties for hypoelliptic diffusions
Fabrice Baudoin.
Lecture notes (2016).   arXiv

2015

Log-Sobolev inequalities on the horizontal path space of a totally geodesic foliation
With Qi Feng.
Preprint (2015).   arXiv

2013

Trace asymptotics for subordinate semigroups
With Rodrigo Bañuelos.
Preprint (2013).   arXiv

Other manuscripts

Badly arbitraged markets and negative martingale measures
With Nicolas Gaussel.
Manuscript.   Badly Arbitraged Markets and Negative Martingale Measures

Books and chapters

2025

Convergence to equilibrium for hypoelliptic non-symmetric Ornstein-Uhlenbeck-type operators
With Michel Bonnefont, Li Chen.
In New Trends in Sub-Riemannian Geometry, Contemporary Mathematics 809, American Mathematical Society, pp. 103–122 (2025).   arXiv · Published version

2024

Stochastic areas, horizontal Brownian motions, and hypoelliptic heat kernels
With Nizar Demni, Jing Wang.
EMS Tracts in Mathematics 37, EMS Press, 352 pp. ISBN 978-3-98547-079-2 (2024).   arXiv · Published version

2022

Geometric inequalities on Riemannian and sub-Riemannian manifolds by heat semigroups techniques
Fabrice Baudoin.
In New Trends on Analysis and Geometry in Metric Spaces, Lecture Notes in Mathematics 2296, Springer, pp. 7–91 (2022).   arXiv

2016

Sub-Laplacians and hypoelliptic operators on totally geodesic Riemannian foliations
Fabrice Baudoin.
In Geometry, Analysis and Dynamics on Sub-Riemannian Manifolds, Vol. 1, EMS Series of Lectures in Mathematics, European Mathematical Society, Zürich, pp. 259–321 (2016).   arXiv

2015

On small time asymptotics for rough differential equations driven by fractional Brownian motions
With Cheng Ouyang.
In Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics & Statistics 110, Springer, Cham, pp. 413–438 (2015).   arXiv

Stochastic differential equations driven by loops
Fabrice Baudoin.
In Symposium on Probability and Stochastic Processes, Progress in Probability 69, Birkhäuser/Springer, Cham, pp. 59–80 (2015).   arXiv

2014

Diffusion processes and stochastic calculus
Fabrice Baudoin.
EMS Textbooks in Mathematics, European Mathematical Society, Zürich, xii + 276 pp. ISBN 978-3-03719-133-0 (2014).   EMS textbooks in mathematics

2013

Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motions
With Cheng Ouyang.
In Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart, Springer Proceedings in Mathematics & Statistics 34, Springer, pp. 413–426 (2013).   arXiv · Published version

2009

Subelliptic Li-Yau estimates on three dimensional model spaces
With Dominique Bakry, Michel Bonnefont, Bin Qian.
In Potential Theory and Stochastics in Albac, Aurel Cornea Memorial Volume 11, Theta, Bucharest, pp. 1–10 (2009).   arXiv · D. Bakry

Stochastic processes
Fabrice Baudoin.
In International Encyclopedia of Education, 3rd ed., edited by Barry McGaw, Penelope Peterson and Eva Baker, Elsevier (2009).

2005

The tangent space to a hypoelliptic diffusion and applications
Fabrice Baudoin.
In Séminaire de Probabilités XXXVIII, Lecture Notes in Mathematics 1857, Springer, pp. 338–362 (2005).   Published version

2004

An introduction to the geometry of stochastic flows
Fabrice Baudoin.
Imperial College Press, London. ISBN 1-86094-481-7 (2004).   Published version

2003

Modeling anticipations on financial markets
Fabrice Baudoin.
In Paris-Princeton Lectures on Mathematical Finance 2002, Lecture Notes in Mathematics 1814, Springer, pp. 43–94 (2003).   Published version · Link · Article