1 citations · 1 across the 3 of their papers we have counts for
5 papers
Continuous-time filtering in Lie groups: estimation via the Fr{é}chet mean of solutions to stochastic differential equations
Magalie Bénéfice, Marc Arnaudon, Audrey Giremus
We compute the Fréchet mean of the solution to a continuous-time stochastic differential equation in a Lie group. It provides an estimator with minimal vari…
A coupling strategy for Brownian motions at fixed time on Carnot groups using Legendre expansion
Marc Arnaudon, Magalie Bénéfice, Michel Bonnefont +1
We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construc…
Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups
Magalie Bénéfice
On the free, step Carnot groups of rank , the subRiemannian Brownian motion consists in a -Brownian motion together with its …
Non co-adapted couplings of Brownian motions on subRiemannian manifolds
Magalie Bénéfice
In this article we continue the study of couplings of subelliptic Brownian motions on the subRiemannian manifolds SU (2) and SL(2, R). Similar to the case of the Heisenberg group,…
Couplings of Brownian motions on and
Magalie Bénéfice
The Lie groups and can be viewed as model spaces in subRiemannian geometry. Coupling two subelliptic Brownian motions on (resp. $SL(2,\mathbb{R})…