Pré-Publication, Document De Travail Année : 2024

A coupling strategy for Brownian motions at fixed time on Carnot groups using Legendre expansion

Résumé

We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construction is based on a Legendre expansion of the standard Brownian motion and of the Lévy area. We deduce sharp estimates for the decay in total variation distance between the laws of the Brownian motions. Using a change of probability method, we also obtain the log-Harnack inequality, a Bismut type integration by part formula and reverse Poincar\'e inequalities for the associated semi-group.

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hal-04635866 , version 1 (04-07-2024)

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Marc Arnaudon, Magalie Bénéfice, Michel Bonnefont, Delphine Féral. A coupling strategy for Brownian motions at fixed time on Carnot groups using Legendre expansion. 2024. ⟨hal-04635866⟩
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