Standardizing densities on Gaussian spaces

In the present note we investigate the problem of standardizing random variables taking values on infinite dimensional Gaussian spaces. In particular, we focus on the transformations induced on densities by the selected standardization procedure. We discover that, under certain conditions, the Wick exponentials are the key ingredients for treating this kind of problems.Comment: 12 page

Nash estimates and upper bounds for non-homogeneous Kolmogorov equations

We prove a Gaussian upper bound for the fundamental solutions of a class of ultra-parabolic equations in divergence form. The bound is independent on the smoothness of the coefficients and generalizes some classical results by Nash, Aronson and Davies. The class considered has relevant applications in the theory of stochastic processes, in physics and in mathematical finance.Comment: 21 page

Lp{L^p}-Liouville Theorems for Invariant Partial Differential Operators in Rn{\mathbb{R}^n}

We prove some $L^p$-Liouville theorems for hypoelliptic second order Partial Differential Operators left translation invariant with respect to a Lie group composition law in $\mathbb{R}^n$. Results for both solutions and subsolutions are given