Radial processes for sub-Riemannian Brownian motions and applications

DOI10.1214/20-EJP501zbMATH Open1451.53046arXiv2002.02556OpenAlexW3049391454WikidataQ115240794 ScholiaQ115240794MaRDI QIDQ2201512FDOQ2201512

Anton Thalmaier, Erlend Grong, Robert W. Neel, Fabrice Baudoin, Kazumasa Kuwada

Publication date: 29 September 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. It^o's formula is proved for the radial processes associated to Riemannian distances approximating the Riemannian one. We deduce very general stochastic completeness criteria for the sub-Riemannian Brownian motion. In the context of Sasakian foliations and H-type groups, one can push the analysis further, and taking advantage of the recently proved sub-Laplacian comparison theorems one can compare the radial processes for the sub-Riemannian distance to one-dimensional model diffusions. As a geometric application, we prove Cheng's type estimates for the Dirichlet eigenvalues of the sub-Riemannian metric balls, a result which seems to be new even in the Heisenberg group.

Full work available at URL: https://arxiv.org/abs/2002.02556

zbMATH Keywords

Sasakian manifoldstochastic completenessRiemannian foliation\(H\)-type groupradial processsub-Laplacian comparison theoremsub-Riemannian Brownian motion

Mathematics Subject Classification ID

Sub-Riemannian geometry (53C17) Diffusion processes and stochastic analysis on manifolds (58J65) Subelliptic equations (35H20)

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Cited In (6)

• Jacobi radial stable processes
• Intrinsic sub-Laplacian for hypersurface in a contact sub-Riemannian manifold
• Simulating elliptic diffusions and orthogonal invariance
• Parabolic Anderson model on Heisenberg groups: the Itô setting
• Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces
• Large deviations for the radial processes of the Brownian motions on hyperbolic spaces

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