Related papers: On the Generalized Ornstein-Uhlenbeck Semigroup
We study the connection between the $p$--Talagrand inequality and the $q$--logarithmic Sololev inequality for conjugate exponents $p\geq 2$, $q\leq 2$ in proper geodesic metric spaces. By means of a general Hamilton--Jacobi semigroup we…
A logarithmic type Harnack inequality is established for the semigroup of solutions to a stochastic differential equation in Hilbert spaces with non-additive noise. As applications, the strong Feller property as well as the entropy-cost…
In this paper we consider the symmetric Kolmogorov operator $L=\Delta +\frac{\nabla \mu}{\mu}\cdot \nabla$ on $L^2(\mathbb R^N,d\mu)$, where $\mu$ is the density of a probability measure on $\mathbb R^N$. Under general conditions on $\mu$…
The optimal constants in a class of exponential type inequalities for the Ornstein-Uhlenbeck operator in the Gauss space are detected. The existence of extremal functions in the relevant inequalities is also established. Our results…
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…
This paper presents a closed-form expression for the integral kernels associated with the derivatives of the Ornstein-Uhlenbeck semigroup $e^{tL}$. Our approach is to expand the Mehler kernel into Hermite polynomials and applying the powers…
We prove that the first (nontrivial) Dirichlet eigenvalue of the Ornstein-Uhlenbeck operator $$ L(u)=\Delta u-\langle\nabla u,x\rangle\,, $$ as a function of the domain, is convex with respect to the Minkowski addition, and we characterize…
In this article we study generalization of the classical Talagrand transport-entropy inequality in which the Wasserstein distance is replaced by the entropic transportation cost. This class of inequalities has been introduced in the recent…
In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…
In this article, some properties of complex Wiener-It\^o multiple integrals and complex Ornstein-Uhlenbeck operators and semigroups are obtained. Those include Stroock's formula, Hu-Meyer formula, Clark-Ocone formula and the…
In this paper, we prove the uniform estimates for the resolvent $(\Delta - \alpha)^{-1}$ as a map from $L^q$ to $L^{q'}$ on real hyperbolic space $\mathbb{H}^n$ where $\alpha \in \mathbb{C}\setminus [(n - 1)^2/4, \infty)$ and $2n/(n + 2)…
It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bounded and continuous functions. In this paper we study…
We define Euler-Hilbert-Sobolev spaces and obtain embedding results on homogeneous groups using Euler operators, which are homogeneous differential operators of order zero. Sharp remainder terms of $L^{p}$ and weighted Sobolev type and…
We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…
We study a complex valued version of the Sobolev inequalities and its relationship to compactness of the d-bar-Neumann operator. For this purpose we use an abstract characterization of compactness derived from a general description of…
In this paper we prove a Brunn-Minkowski inequality for the first Dirichlet eigenvalue of a Schr\"odinger type operator $\mathcal{H}_V:=-\operatorname{div}(A\nabla)+V$, where $V$ is convex and Kato decomposable, using the trace class…
We establish a sharp Sobolev trace inequality on the Siegel domain $\Omega_{n+1}$ involving the weighted norm-$W^{2,2}(\Omega_{n+1}, \rho^{1-2[\gamma]})$. The inequality is closely related the realization of fractional powers of the…
Symmetric functions appear in many areas of mathematics and physics, including enumerative combinatorics, the representation theory of symmetric groups, statistical mechanics, and the quantum statistics of ideal gases. In the commutative…
By using a general version of curvature condition, derivative inequalities are established for a large class of subelliptic diffusion semigroups. As applications, the Harnack/cost-entropy/cost-variance inequalities for the diffusion…
We prove an Hopf-Lax-Oleinik formula for the solutions of some Hamilton- Jacobi equations on a general metric space. As a first consequence, we show in full gener- ality that the log-Sobolev inequality is equivalent to an hypercontractivity…