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Fabrice Baudoin · Study
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Author
Fabrice Baudoin
10 works
· latest 2016
· 6 institutions
cluster: provisional
ORCID 0000-0001-5645-1060
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Citations
566
Works here
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Most cited in this library
Conditioned stochastic differential equations: theory, examples and application to finance
2002 · 91 citations
A version of Hörmander’s theorem for the fractional Brownian motion
2007 · 83 citations
Paris-Princeton Lectures on Mathematical Finance 2002
2003 · 72 citations
Operators associated with a stochastic differential equation driven by fractional Brownian motions
2006 · 69 citations
Equivalence of Volterra processes
2003 · 65 citations
Works
10 shown
On probability laws of solutions to differential systems driven by a fractional Brownian motion
The Annals of Probability
·
2016
·
4 authors
·
Open access
41
citations
Diffusion Processes and Stochastic Calculus
EMS Textbooks in mathematics
·
2014
·
1 author
·
book
37
citations
Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2013
·
3 authors
·
Open access
35
citations
Exponential functionals of Brownian motion and class-one Whittaker functions
Annales de l Institut Henri Poincaré Probabilités et Statistiques
·
2011
·
2 authors
·
Open access
36
citations
A version of Hörmander’s theorem for the fractional Brownian motion
Probability Theory and Related Fields
·
2007
·
2 authors
·
Open access
83
citations
Operators associated with a stochastic differential equation driven by fractional Brownian motions
Stochastic Processes and their Applications
·
2006
·
2 authors
·
Open access
69
citations
Equivalence of Volterra processes
Stochastic Processes and their Applications
·
2003
·
2 authors
·
Open access
65
citations
Paris-Princeton Lectures on Mathematical Finance 2002
Lecture notes in mathematics
·
2003
·
4 authors
·
book
72
citations
Modeling Anticipations on Financial Markets
Lecture notes in mathematics
·
2003
·
1 author
·
chapter
37
citations
Conditioned stochastic differential equations: theory, examples and application to finance
Stochastic Processes and their Applications
·
2002
·
1 author
·
Open access
91
citations