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Non co-adapted couplings of Brownian motions on subRiemannian manifolds
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Université de Bordeaux [UB] | |
| dc.contributor.author | BÉNÉFICE, Magalie | |
| dc.date.accessioned | 2024-04-04T02:31:49Z | |
| dc.date.available | 2024-04-04T02:31:49Z | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190333 | |
| dc.description.abstractEn | In this article we continue the study of couplings of subelliptic Brownian motions on the subRiemannian manifolds SU (2) and SL(2, R). Similar to the case of the Heisenberg group, this subelliptic Brownian motion can be considered as a Brownian motion on the sphere (resp. the hyperbolic plane) together with its swept area modulo 4π. Using this structure, we construct an explicit non co-adapted successful coupling on SU (2) and, under strong conditions on the starting points, on SL(2, R) too. This strategy uses couplings of Brownian bridges, taking inspiration into the work from Banerjee, Gordina and Mariano [3] on the Heisenberg group. We prove that the coupling rate associated to these constructions is exponentially decreasing in time and proportionally to the subRiemannian distance between the starting points. We also give some gradient inequalities that can be deduced from the estimation of this coupling rate. | |
| dc.language.iso | en | |
| dc.subject.en | SubRiemannian manifolds | |
| dc.subject.en | Brownian motion | |
| dc.subject.en | Coupling | |
| dc.subject.en | Non co-adapted coupling | |
| dc.subject.en | Successful coupling | |
| dc.title.en | Non co-adapted couplings of Brownian motions on subRiemannian manifolds | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2312.14512 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-04360141 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-04360141v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=B%C3%89N%C3%89FICE,%20Magalie&rft.genre=preprint |
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