Shy and fixed-distance couplings of Brownian motions on manifolds

DOI10.1016/J.SPA.2015.09.014MaRDI QIDQ901305zbMATH OpenOpenAlexFDO

Authors N. E. Zubov

Publication date 23 December 2015

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.7217

zbMATH Keywords

Brownian motionmanifoldscouplings

Mathematics Subject Classification ID

Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in cite{Burdzy-Benjamini} and the second concept is the lower bound on the Ricci curvature and the connection with couplings made in cite{ReSt}. The first construction is the shy coupling, the second one is a fixed-distance coupling and the third is a coupling in which the distance between the processes is a deterministic exponential function of time. The result proved here is that an arbitrary Riemannian manifold satisfying some technical conditions supports shy couplings. If in addition, the Ricci curvature is non-negative, there exist fixed-distance couplings. Furthermore, if the Ricci curvature is bounded below by a positive constant, then there exists a coupling of Brownian motions for which the distance between the processes is a decreasing exponential function of time. The constructions use the intrinsic geometry, and relies on an extension of the notion of frames which plays an important role for even dimensional manifolds. In fact, we provide a wider class of couplings in which the distance function is deterministic in Theorem ef{t:100} and Corollary~ ef{Cor:9}. As an application of the fixed-distance coupling we derive a maximum principle for the gradient of harmonic functions on manifolds with non-negative Ricci curvature. As far as we are aware of, these constructions are new, though the existence of shy couplings on manifolds is suggested by Kendall in cite{Kendall}.

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Cited in

(17)

• Couplings of the Brownian motion via discrete approximation under lower Ricci curvature bounds
• A stochastic target approach to Ricci flow on surfaces
• Coupling of Brownian motions and Perelman's L-functional
• A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry
• Shy couplings
• Brownian couplings, convexity, and shyness
• A counterexample for the optimality of Kendall-Cranston coupling
• Rigidity for Markovian maximal couplings of elliptic diffusions
• Couplings of Brownian motions on \(\mathrm{SU}(2,\mathbb{C})\)
• Rubber bands, pursuit games and shy couplings
• Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
• Probability, convexity, and harmonic maps. II: Smoothness via probabilistic gradient inequalities
• Decompositions of diffusion operators and related couplings
• Gradient bounds for Kolmogorov type diffusions
• Nonnegative ricci curvature and the brownian coupling property
• Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds

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