Couplings in L^p distance of two Brownian motions and their Lévy area
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Publication:2179249
DOI10.1214/19-AIHP972zbMATH Open1457.60124arXiv1801.04109MaRDI QIDQ2179249FDOQ2179249
Authors: Michel Bonnefont, Nicolas Juillet 
Publication date: 12 May 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of a planar Brownian motion with its L{'e}vy area. We show that contrary to the situation observed on Riemannian manifolds of non-negative Ricci curvature, for any co-adapted coupling, two Heisenberg Brownian motions starting at two given points can not stay at bounded distance for all time t 0. Actually, we prove the stronger result that they can not stay bounded in L p for p 2. We also study the coupling by reflection, and show that it stays bounded in L p for 0 p < 1. Finally, we explain how the results generalise to the Heisenberg groups of higher dimension
Full work available at URL: https://arxiv.org/abs/1801.04109
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- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- Couplings of Brownian motions on \(\mathrm{SU}(2)\) and \(\mathrm{SL}(2, \mathbb{R})\)
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