Couplings of Brownian motions on $SU(2,\mathbb{C})$ and $SL(2,\mathbb{R})$
Probability
2024-04-03 v3
Abstract
The Lie groups and can be viewed as model spaces in subRiemannian geometry. Coupling two subelliptic Brownian motions on (resp. ) consists in coupling two Brownian motions on the sphere (resp. the hyperbolic plane) and simultaneously their swept areas. Using this approach we propose an explicit construction of a co-adapted successful coupling on . The strategy is to alternate between reflection and synchronous (with noise) coupling on the sphere. We also describe some more general constructions of co-adapted couplings on and also on .
Cite
@article{arxiv.2305.10017,
title = {Couplings of Brownian motions on $SU(2,\mathbb{C})$ and $SL(2,\mathbb{R})$},
author = {Magalie Bénéfice},
journal= {arXiv preprint arXiv:2305.10017},
year = {2024}
}