Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups
On the free, step 2 Carnot groups of rank n 𝔾n, the subRiemannian Brownian motion consists in a ℝn -Brownian motion together with its n(n−1)/2 Lévy areas. In this article we construct an explicit successful non co-adapted coupling of Brownian motions on 𝔾n. We use this construction to obtain gradient inequalities for the heat semi-group on all the homogeneous step 2 Carnot groups. Comparing the first coupling time and the first exit time from a domain, we also obtain gradient inequalities for harmonic functions on 𝔾n. These results generalize the coupling strategy by Banerjee, Gordina and Mariano on the Heisenberg group.
Publication Details
- Journal
- Springer Link (Chiba Institute of Technology)
- Published
- 2025-07-18
- DOI
- https://doi.org/10.1051/ps/2025006/pdf
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00