Séminaire de Probabilités

Integration by part formula for the semi group of the kinetic Brownian motion and applications

par Magalie Bénéfice (Nancy)

Europe/Paris
Amphi Schwartz

Amphi Schwartz

Description

Consider the kinetic Brownian motion, that is, a one dimensional Brownian motion together with its speed in the circle. In this talk I will present a Bismut-type formula for the semi-group of this hypoelliptic process. This result is based on the Karhunen Loève expansion of the Brownian motion and the explicit computation of Malliavin dual in Gaussian space.
I will also give some applications for this formula: a reverse Poincarré inequality and Liouville property for the generator of the kinetic Brownian motion.
This is a joint work with Marc Arnaudon, Michel Bonnefont and Delphine Féral (IMB, Bordeaux).