Harnack inequality and Liouville-type theorems for Ornstein-Uhlenbeck and Kolmogorov operators (Q2128547): Difference between revisions

The authors are concerned with the Ornstein-Uhlenbeck operator \(\mathcal L_0:=\Delta-\langle Bx,\nabla\rangle\) in \(\mathbb{R}^n\) for a real \(N \times N\) real matrix \(B\) such that \(\sup_{t \in \mathbb{R}}\|\exp(-tB)\|<\infty\). The main result is a one-side Liouville-type theorem for \(\mathcal{L}_0\). It is proved by means of a Liouville theorem as \(t \to -\infty\) for the corresponding Kolmogorov operator \(\mathcal{L} = \mathcal{L}_0-\partial_t\) in \(\mathbb{R}^{N+1}\). The latter result relies in turn on a new Harnack inequality for non-negative solutions \(u\) of the equation \(\mathcal{L} u=0\), of independent interest. A probabilistic approach is also used to obtain further one side-Liouville theorems for a class of Ornstein-Uhlenbeck operators.