You can request Windows to zero out every GPU memory allocation, but it's more of a driver thing that's not exposed in APIs. Such option is likely to be off by default in drivers as it might induce additional, unintended overhead. In practice, you are likely to see memory cleared more often than not due to other reasons, though.

You can't just peek another process' GPU memory thru UMD app, either. Per-process virtual memory mechanisms similar to CPUs are also present in GPUs, which is the whole reason that resources are explicitly imported/exported across APIs via special API calls.