Functional Inequalities for Some Generalised Mehler Semigroups

Luciana Angiuli (), Simone Ferrari () and Diego Pallara ()
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Luciana Angiuli: Università del Salento
Simone Ferrari: Università del Salento
Diego Pallara: Università del Salento

Journal of Theoretical Probability, 2023, vol. 36, issue 3, 1762-1796

Abstract: 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.

Keywords: Generalised Mehler semigroups; Functional inequalities; Lévy processes; 35R15; 47D07; 60J60 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10959-022-01215-8

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