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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 22 Carnot groups, including the Heisenberg group, as well as the groups of matrices SU(2)SU(2) et SL(2,R)SL(2,\mathbb{R}).

Taking inspiration from previous works on the Heisenberg group we obtain successful non co-adapted couplings on SU(2)SU(2)SL(2,R)SL(2,\mathbb{R}) (under strong hypothesis) and also on the free step 22 Carnot groups with rank n3n\geq 3. 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 SU(2)SU(2).

Finally, we develop a new coupling model "in one sweep" for any free, step 22 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.