Equivalence of Sobolev norms with respect to weighted Gaussian measures

Abstract

We consider the spaces $L^p(X,\nu;V)$, where $X$ is a separable Banach space, $\mu$ is a centred non-degenerate Gaussian measure, $\nu:=Ke^{-U}\mu$ with normalizing factor $K$ and $V$ is a separable Hilbert space. In this paper we prove a vector-valued Poincar\'e inequality for functions $F\in W^{1,p}(X,\nu;V)$, which allows us to show that for every $p\in(1,+\infty)$ and every $k\in\mathbb N$ the norm in $W^{k,p}(X,\nu)$ is equivalent to the graph norm of $D_H^k$ (the $k$-th Malliavin derivative) in $L^p(X,\nu)$. To conclude, we show exponential decay estimates for $(T^V(t))_{t\geq0}$ as $t\rightarrow+\infty$. Useful tools are the study of the asymptotic behaviour of the scalar perturbed Ornstein-Uhlenbeck $(T(t))_{t\geq0}$, and pointwise estimates for $|D_HT(t)f|_H^p$ by means both of $T(t)|D_Hf|^p_H$ and of $T(t)|f|^p$.