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
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article

Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups

Springer Link (Chiba Institute of Technology)
Stochastic processes and financial applications
article

Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups

article en

Abstract

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.

Springer Link (Chiba Institute of Technology)
Openalex Percentile: Top 46%
Stochastic processes and financial applications
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Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups · Springer Link (Chiba Institute of Technology) (2025) | TGRS Research Map | TGRS