Coupling in the Heisenberg group and its applications to gradient estimates

Citation
Banerjee, Sayan et al., Coupling in the Heisenberg group and its applications to gradient estimates, Annals of probability (Online) , 46(6), 2018, pp. 3275-3312
ISSN journal
2168894X
Volume
46
Issue
6
Year of publication
2018
Pages
3275 - 3312
Database
ACNP
SICI code
Abstract
We construct a non-Markovian coupling for hypoelliptic diffusions which are Brownian motions in the three-dimensional Heisenberg group. We then derive properties of this coupling such as estimates on the coupling rate, and upper and lower bounds on the total variation distance between the laws of the Brownian motions. Finally, we use these properties to prove gradient estimates for harmonic functions for the hypoelliptic Laplacian which is the generator of Brownian motion in the Heisenberg group.