Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
From MaRDI portal
Publication:2179249
DOI10.1214/19-AIHP972zbMath1457.60124arXiv1801.04109MaRDI QIDQ2179249
Nicolas Juillet, Michel Bonnefont
Publication date: 12 May 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.04109
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Nilpotent and solvable Lie groups (22E25) Sub-Riemannian geometry (53C17)
Related Items
Gradient bounds for Kolmogorov type diffusions ⋮ Heat kernels, stochastic processes and functional inequalities. Abstracts from the workshop held October 30 -- November 5, 2022 ⋮ Couplings of Brownian motions on \(\mathrm{SU}(2,\mathbb{C})\)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximal coupling of Euclidean Brownian motions
- Curvature-dimension inequalities and Ricci lower bounds for sub-Riemannian manifolds with transverse symmetries
- Shy and fixed-distance couplings of Brownian motions on manifolds
- Precise estimates for the subelliptic heat kernel on H-type groups
- On gradient bounds for the heat kernel on the Heisenberg group
- Duality on gradient estimates and Wasserstein controls
- Brownian couplings, convexity, and shyness
- Gradient estimates on manifolds using coupling
- On estimation of the logarithmic Sobolev constant and gradient estimates of heat semigroups
- Coupling in the Heisenberg group and its applications to gradient estimates
- Intrinsic coupling on Riemannian manifolds and polyhedra
- Hypoelliptic heat kernel inequalities on the Heisenberg group
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- A counterexample for the optimality of Kendall-Cranston coupling
- On uniqueness of maximal coupling for diffusion processes with a reflection
- Estimation optimale du gradient du semi-groupe de la chaleur sur le groupe de Heisenberg
- Transport inequalities, gradient estimates, entropy and Ricci curvature
- Coupling time distribution asymptotics for some couplings of the Levy stochastic area
- Geometric Inequalities and Generalized Ricci Bounds in the Heisenberg Group
- A Probabilistic Approach to Gradient Estimates
This page was built for publication: Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
