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arxiv: 1801.04109 · v2 · pith:RU4DGH6Fnew · submitted 2018-01-12 · 🧮 math.PR

Couplings in L^p distance of two Brownian motions and their L{\'e}vy area

classification 🧮 math.PR
keywords heisenbergboundedbrownianmotionsareaco-adaptedcouplingcouplings
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We study co-adapted couplings of (canonical hypoelliptic) diffu-sions on the (subRiemannian) Heisenberg group, that we call (Heisenberg) Brow-nian motions and are the joint laws of a planar Brownian motion with its L{\'e}vy area. We show that contrary to the situation observed on Riemannian manifolds of non-negative Ricci curvature, for any co-adapted coupling, two Heisenberg Brownian motions starting at two given points can not stay at bounded distance for all time t $\ge$ 0. Actually, we prove the stronger result that they can not stay bounded in L p for p $\ge$ 2. We also study the coupling by reflection, and show that it stays bounded in L p for 0 $\le$ p < 1. Finally, we explain how the results generalise to the Heisenberg groups of higher dimension

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