Historically, the Duke of Paliano was Giovanni Carafa. He suspected his wife, the Duchess of Paliano, of committing adultery with his nephew Marcello Capece. This Duke imprisoned his wife and tortured his nephew until he confessed to the affair. The Duchess insisted on her innocence. The Duke apparently did not believe her for he had her strangled by her own brother. Wharton sets her story close to where these historical events transpired, perhaps placing "The Duchess at Prayer" at the Villa Rotonda in Vicenza. Wharton seemed to absorb the lore of a nearby abandoned villa known as "La Malcontenta" into her story as well, creating a blend of history, reality and fantasy for the reader to enjoy.[1]
[1] see Pantazzi 2012