We establish an integration by parts formula for the semi-group in time 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 and an independent sequence of 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 . 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.

生成讲解博客的中文版本

生成AI智能校验的中文版本