Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups

Abstract

On the free, step $2$ Carnot groups of rank $n$ $\mathbb{G}_n$, the subRiemannian Brownian motion consists in a $\mathbb{R}^n$-Brownian motion together with its $\frac{n(n-1)}{2}$ L{\'e}vy areas. In this article we construct an explicit successful non co-adapted coupling of Brownian motions on $\mathbb{G}_n$. We use this construction to obtain gradient inequalities for the heat semi-group on all the homogeneous step $2$ Carnot groups. Comparing the first coupling time and the first exit time from a domain, we also obtain gradient inequalities for harmonic functions on $\mathbb{G}_n$. These results generalize the coupling strategy by Banerjee, Gordina and Mariano on the Heisenberg group.