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Large time behaviour for the semigroup of the kinetic Brownian motion in the plane

Arnaudon, Marc et al.
arXiv (All) · Papers
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probability
We establish an integration by parts formula for the semigroup in time $T>0$ of the kinetic Brownian motion in the Euclidean plane together with its velocity in the circle. The stochastic differential equation of our kinetic Brownian motion is driven here by one real-valued Brownian motion construct
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