We give a new proof of a hypercontractivity theorem for the Mehler tra
nsform with a complex parameter, earlier proved by Weissler (1979, J.
Funet. Anal. 32, 102-121) and Epperson ( 1989, J. Funct. Anal. 87, 1-3
0). The proof uses stochastic integrals and It (o) over cap calculus.
The method also yields new proofs of some related results. (C) 1997 Ac
ademic Press.