Non co-adapted couplings of Brownian motions on subRiemannian manifolds

TL;DR

This paper constructs explicit non co-adapted couplings of subelliptic Brownian motions on SU(2) and SL(2, R), demonstrating exponential convergence rates and deriving gradient inequalities, advancing understanding of stochastic processes on subRiemannian manifolds.

Contribution

It introduces a novel explicit non co-adapted coupling method for subelliptic Brownian motions on SU(2) and SL(2, R), extending previous work on the Heisenberg group.

Findings

Coupling rate decreases exponentially over time.

Coupling rate is proportional to subRiemannian distance.

Gradient inequalities are derived from coupling estimates.

Abstract

In this article we continue the study of couplings of subelliptic Brownian motions on the subRiemannian manifolds SU (2) and SL(2, R). Similar to the case of the Heisenberg group, this subelliptic Brownian motion can be considered as a Brownian motion on the sphere (resp. the hyperbolic plane) together with its swept area modulo 4$\pi$. Using this structure, we construct an explicit non co-adapted successful coupling on SU (2) and, under strong conditions on the starting points, on SL(2, R) too. This strategy uses couplings of Brownian bridges, taking inspiration into the work from Banerjee, Gordina and Mariano [3] on the Heisenberg group. We prove that the coupling rate associated to these constructions is exponentially decreasing in time and proportionally to the subRiemannian distance between the starting points. We also give some gradient inequalities that can be deduced from the estimation of this coupling rate.