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Functional Inequalities for Some Generalised Mehler Semigroups

Author

Listed:
  • Luciana Angiuli

    (Università del Salento)

  • Simone Ferrari

    (Università del Salento)

  • Diego Pallara

    (Università del Salento
    Sezione di Lecce)

Abstract

We consider generalised Mehler semigroups and, assuming the existence of an associated invariant measure $$\sigma $$ σ , we prove functional integral inequalities with respect to $$\sigma $$ σ , such as logarithmic Sobolev and Poincaré type. Consequently, some integrability properties of exponential functions with respect to $$\sigma $$ σ are deduced.

Suggested Citation

  • Luciana Angiuli & Simone Ferrari & Diego Pallara, 2023. "Functional Inequalities for Some Generalised Mehler Semigroups," Journal of Theoretical Probability, Springer, vol. 36(3), pages 1762-1796, September.
    • Handle: RePEc:spr:jotpro:v:36:y:2023:i:3:d:10.1007_s10959-022-01215-8
    DOI: 10.1007/s10959-022-01215-8
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