Séminaire Images Optimisation et Probabilités
Soutenance de thèse : Coupling of stochastic processes in subRiemannian manifolds
Magalie Bénéfice
( IMB )Salle de conférénces
le 11 juillet 2024 à 14:00
In this thesis we study couplings of subelliptic Brownian motions in several subRiemannian manifolds: the free, step Carnot groups, including the Heisenberg group, as well as the groups of matrices et .
Taking inspiration from previous works on the Heisenberg group we obtain successful non co-adapted couplings on , (under strong hypothesis) and also on the free step Carnot groups with rank . In particular we obtain estimates of the coupling rate, leading to gradient inequalities for the heat semi-group and for harmonic functions. We also describe the explicit construction of a co-adapted successful coupling on .
Finally, we develop a new coupling model "in one sweep" for any free, step Carnot groups. In particular, this method allows us to obtain relations similar to the Bismut-Elworthy-Li formula for the gradient of the semi-group by studying a change of probability on the Gaussian space.