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Fabrice Baudoin studies stochastic calculus and differential geometry, using diffusion processes and heat kernels to obtain functional inequalities. His Aarhus University research profile describes this exchange: geometric information can bound a diffusion, while probabilistic methods can reveal properties of the underlying space.^[ref]

His lecture Itō's representation theorem by Fabrice Baudoin illustrates the role of a precise information structure. For the completed natural filtration of Brownian motion, a square-integrable terminal random variable can be written as its expected value plus a stochastic integral. This yields a continuous version of each square-integrable martingale in that filtration. His exposition develops the Brownian martingale representation theorem through its filtration and square-integrability assumptions.^[ref]

Nonlinear analysis studies equations and variational problems for which the superposition principle fails. If $u$ and $v$ solve an equation, their sum or a scalar multiple need not solve it. For the ordinary differential equation $u^{\prime }=u^2$ with $u(0)=1$, the solution $u(t)=1/(1-t)$ exists for $t<1$ and becomes unbounded at $t=1$. Multiplying this solution by two changes the two sides by different factors, so it does not produce another solution of the same equation.

The questions extend beyond finding a formula: does a solution exist, is it unique, how long does it remain regular, and does it stay near a stable shape? Nonlinear partial differential equations such as the Generalized Korteweg–De Vries equation and the mass-critical focusing nonlinear Schrödinger equation combine local evolution with conservation laws, compactness and functional inequalities.

A variational method can construct a ground state by minimizing an energy functional. A virial identity can instead show that a regular solution cannot persist indefinitely. Scaling and sharp constants identify the thresholds at which the same conserved quantity changes from controlling an evolution to permitting concentration.