A sharp interpolation between the H\"older and Gaussian Young inequalities
read the original abstract
We prove a very general sharp inequality of the H\"older--Young--type for functions defined on infinite dimensional Gaussian spaces. We begin by considering a family of commutative products for functions which interpolates between the point--wise and Wick products; this family arises naturally in the context of stochastic differential equations, through Wong--Zakai--type approximation theorems, and plays a key role in some generalizations of the Beckner--type Poincar\'e inequality. We then obtain a crucial integral representation for that family of products which is employed, together with a generalization of the classic Young inequality due to Lieb, to prove our main theorem. We stress that our main inequality contains as particular cases the H\"older inequality and Nelson's hyper-contractive estimate, thus providing a unified framework for two fundamental results of the Gaussian analysis.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.