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

We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion is driven here by one real-valued Brownian motion constructed with an orthonormal basis of $L^2([0,T],\mathbb R)$ and an independent sequence of $\mathscr N(0,1)$ 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 semi-group. 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.

💡 Research Summary

The paper investigates the long‑time behavior of the semigroup associated with the kinetic Brownian motion (KBM) in the Euclidean plane, where the velocity evolves as a Brownian motion on the unit circle and the position is the time integral of this velocity. The authors focus on the semigroup (P_T) at a fixed large time (T>0) and aim to obtain gradient estimates, a reverse Poincaré inequality, and a Liouville property for the generator.

Model and generator.
The process ((U_t,Z_t)) satisfies \