Couplings in $L^p$ distance of two Brownian motions and their Lévy area

Abstract : We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of a planar Brownian motion with its Lévy area. We show that contrary to the situation observed on Riemannian manifolds of non-negative Ricci curvature, for any co-adapted coupling, two Heisenberg Brownian motions starting at two given points can not stay at bounded distance for all time t ≥ 0. Actually, we prove the stronger result that they can not stay bounded in L p for p ≥ 2. We also study the coupling by reflection, and show that it stays bounded in L p for 0 ≤ p < 1. Finally, we explain how the results generalise to the Heisenberg groups of higher dimension
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Pré-publication, Document de travail
2018
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Contributeur : Michel Bonnefont <>
Soumis le : mercredi 11 juillet 2018 - 16:49:49
Dernière modification le : jeudi 12 juillet 2018 - 01:32:58

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  • HAL Id : hal-01671676, version 2
  • ARXIV : 1801.04109

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Michel Bonnefont, Nicolas Juillet. Couplings in $L^p$ distance of two Brownian motions and their Lévy area. 2018. 〈hal-01671676v2〉

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