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

Abstract

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 constructed from an orthonormal basis of $L^2([0,T],\mathbb{R})$ and an independent sequence of $\SN(0,1)$ random variables. Our method is based on an explicit computation of a Malliavin dual in the Gaussian space. We are mainly interested in large time $T$. From our integration by parts, we obtain gradient estimates including a reverse Poincar{é} inequality for the semigroup. As a direct consequence, we also obtain a Liouville property for the generator of the kinetic Brownian motion and its speed: all bounded harmonic functions are constant.