Couplings of Brownian motions on \(\mathrm{SU}(2,\mathbb{C})\)

DOI10.1007/978-3-031-38271-0_59OpenAlexW4385435105MaRDI QIDQ6178894

Marc Arnaudon, Michel Bonnefont, Magalie Bénéfice

Publication date: 16 January 2024

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-031-38271-0_59

zbMATH Keywords

Brownian motioncouplingsuccessful couplingsubRiemannian manifolds

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Sub-Riemannian geometry (53C17)

Cites Work

• The subelliptic heat kernels on \(\mathbf{SL}(2,\mathbb{R})\) and on its universal covering \(\widetilde{\mathbf{SL}(2,\mathbb{R})}\): Integral representations and some functional inequalities
• Duality on gradient estimates and Wasserstein controls
• The subelliptic heat kernel on \(\mathbf{SU}(2)\): representations, asymptotics and gradient bounds
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Coupling in the Heisenberg group and its applications to gradient estimates
• Liouville theorem and coupling on negatively curved Riemannian manifolds.
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
• Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• Applied Probability and Queues

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