Harnack inequalities in infinite dimensions

2012/09/07 by Bass, Richard F., Gordina, Maria
#47D07 #58J35 #60J45 #Differential Geometry (math.DG) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1209.1573

Abstract

We consider the Harnack inequality for harmonic functions with respect to three types of infinite dimensional operators. For the infinite dimensional Laplacian, we show no Harnack inequality is possible. We also show that the Harnack inequality fails for a large class of Ornstein-Uhlenbeck processes, although functions that are harmonic with respect to these processes do satisfy an a priori modulus of continuity. Many of these processes also have a coupling property. The third type of operator considered is the infinite dimensional analog of operators in Hörmander's form. In this case a Harnack inequality does hold.

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