Categories
- Curvature dimension inequalities
- Differential Topology
- Diffusions on foliated manifolds
- Diffusions on manifolds
- Dirichlet forms at NYU
- Einstein manifolds
- Geometric inequalities on sub-Riemannian manifolds
- Global analysis in Dirichlet spaces
- Hypoelliptic operators
- Lecture Notes
- MA3160
- Mathematicians
- Rough paths theory
- Stochastic Calculus lectures
- Uncategorized
Blog Stats
- 553,543 hits
-
Join 350 other subscribers
Blogroll
- Almost sure
- American Mathematical Society
- Arxiv
- Cedric Villani
- Chorasimilarity
- Disquisitiones Mathematicae
- Encyclopedia of mathematics
- European mathematical society
- Images des mathematiques
- Journey Into Randomness
- Libres pensees d'un mathematicien ordinaire
- Mathematics and me-themed antics
- MathOverflow
- Societe mathematique de France
- Terence Tao's blog
- That's mathematics
- The probability web
- Tim Gowers
- Wikipedia
-
Recent Posts
Meta
Author Archives: Fabrice Baudoin
Lecture 8. Rough paths Fall 2017
In this lecture, it is now time to harvest the fruits of the two previous lectures. This will allow us to finally define the notion of -rough path and to construct the signature of such path. A first result which … Continue reading
Posted in Rough paths theory
Leave a comment
HW6. MA3160 Fall 2021, due October 21
Exercise 1. Patricia receives an average of two texts every 2 hours. If we assume that the number of texts is Poisson distributed, what is the probability that she receives five or more texts in a 9 hours period? Exercise 2. … Continue reading
Posted in MA3160
Leave a comment
HW5. MA3160 Fall 2017
Exercise 1. Three balls are randomly chosen with replacement from an urn containing 5 blue, 4 red, and 2 yellow balls. Let X denote the number of red balls chosen. (a) What are the possible values of X? (b) What … Continue reading
Posted in Uncategorized
Leave a comment
Annales de la faculte des sciences de Toulouse
Annales de la Faculte des Sciences de Toulouse is a peer-reviewed international journal with a long tradition of excellence (going back to 1887 and Thomas Stieltjes). The journal periodically publishes surveys by the recipients of the Fermat Prize. The Editorial Board encourages … Continue reading
Posted in Mathematicians
Leave a comment
MA3160. Fall 2017. Midterm 1 sample
Practice midterm 1 We will do the correction in class on 09/28.
Posted in Uncategorized
Leave a comment
HW4. MA360 Due 09/30/21
Exercise 1. Two dice are rolled. Consider the events A = {sum of two dice equals 3}, B = {sum of two dice equals 7 }, and C = {at least one of the dice shows a 1}. (a) What … Continue reading
Posted in MA3160
Leave a comment
Lecture 7. Rough paths. Fall 2017
In the previous lecture we introduced the signature of a bounded variation path as the formal series If now , the iterated integrals can only be defined as Young integrals when . In this lecture, we are going to derive … Continue reading
Posted in Rough paths theory
3 Comments
Lecture 6. Rough paths. Fall 2017
In this lecture we introduce the central notion of the signature of a path which is a convenient way to encode all the algebraic information on the path which is relevant to study differential equations driven by . The motivation … Continue reading
Posted in Rough paths theory
2 Comments
Lecture 6. Rough paths Fall 2017
In the previous lecture we defined the Young’s integral when and with . The integral path has then a bounded -variation. Now, if is a Lipschitz map, then the integral, is only defined when , that is for . With … Continue reading
Posted in Uncategorized
Leave a comment
HW3. MA3160, Due 09/23/21
Exercise 1. Two dice are simultaneously rolled. For each pair of events defined below, compute if they are independent or not. (a) A1 ={thesumis7},B1 ={thefirstdielandsa3}. (b) A2 = {the sum is 9}, B2 = {the second die lands a 3}. (c) … Continue reading
Posted in MA3160
Leave a comment
Research and Lecture notes 