The Boué-Dupuis formula and the exponential hypercontractivity in the Gaussian space

DOI10.1214/22-ECP461zbMath1484.60091arXiv2110.14852OpenAlexW3208214397WikidataQ115517644 ScholiaQ115517644MaRDI QIDQ2113274

Sou Watanabe, Yuu Hariya

Publication date: 11 March 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.14852

zbMATH Keywords

Ornstein-Uhlenbeck semigroupvariational representationWiener functionalexponential hypercontractivity

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Brownian motion (60J65)

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