In this paper, we study an extension problem for the Ornstein-Uhlenbeck operator
and we obtain various characterisations of the solution of the same. We use a particular solution of that extension problem to prove a trace Hardy inequality for
L from which Hardy's inequality for fractional powers of
L is obtained. We also prove an isometry property of the solution
... [Show full abstract] operator associated to the extension problem. Moreover, new estimates are obtained for the fractional powers of the Hermite operator.