Author Archives: Fabrice Baudoin

Lecture 7. Diffusion semigroups in Lp

In the previous lectures, we have seen that if L is an essentially self-adjoint diffusion operator with respect to a measure, then by using the spectral theorem one can define a self-adjoint strongly continuous contraction semigroup on L2 with generator … Continue reading

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Lecture 6. The positivity preserving property of diffusion semigroups

In the previous lectures, we have proved that if L is a diffusion operator that is essentially self-adjoint then, by using the spectral theorem, we can define a self-adjoint strongly continuous contraction semigroup with generator L and this semigroup is … Continue reading

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Lecture 5. The diffusion semigroup as a solution to the heat equation

In this lecture, we show that the diffusion semigroup that was constructed in the previous lectures appears as the solution of a parabolic Cauchy problem. Under an ellipticity and completeness assumption, it is moreover the unique square integrable solution. Proposition: … Continue reading

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Lecture 4. The heat kernel of a diffusion semigroup

The goal of this lecture is to prove that if a diffusion operator L is elliptic, then the semigroup it generates admits a smooth kernel. As a consequence, the semigroup generated by an elliptic diffusion operator is regularizing in the … Continue reading

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Lecture 3. Semigroup generated by a symmetric diffusion operator

In this lecture, we consider a diffusion operator L which is essentially self-adjoint. Its Friedrichs extension is still denoted by L. The fact that we are now dealing with a non negative self-adjoint operator allows us to use spectral theory … Continue reading

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Lecture 2. Essentially self-adjoint diffusion operators

The goal of the next few lectures will be to introduce the semigroup generated by a diffusion operator. This semigroup will play pervasive role throughout these lectures and is the main tool associated to the curvature dimension inequalities. The construction … Continue reading

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Lecture 1. Diffusion operators

In this first lecture we introduce the main characters of this course: The diffusion operators. Definition: A differential operator on , is called a diffusion operator if it can be written where and are continuous functions on and if for … Continue reading

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MA 696. Curvature dimension inequalities

Next Fall, I will teach a graduate course on curvature dimension inequalities, and, as usual, the Lectures will be posted on this blog. The theory of curvature dimension inequalities and of their applications to the geometric analysis of manifolds is, … Continue reading

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Lecture notes on rough paths theory

For those who are interested, here are the notes corresponding to the lectures posted on this blog. All comments are welcome.

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Lecture 30. The Stroock-Varadhan support theorem

To conclude this course, we are going to provide an elementary proof of the Stroock–Varadhan support theorem which is based on rough paths theory. We first remind that the support of a random variable which defined on a metric space … Continue reading

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