Potential theory of infinite dimensional Lévy processes (Q647599): Difference between revisions

The importance of potential theory on Hilbert spaces was established decades ago; see, for example, the seminal paper of \textit{L. Gross} [J. Funct. Anal. 1, 123--181 (1967; Zbl 0165.16403)] on the application of potential theory to the study of the Laplace equation in the infinite-dimensional case. In particular, the construction of the infinite dimensional Brownian motion plays a significant role in these developments. The authors of the paper under review revisit the case of Brownian motion on an abstract Wiener space. The construction of compact Lyapunov functions forms the basic technique for their study of excessive functions. Then, they extend this technique to the study of Lévy processes on infinite dimensional spaces, in particular, to the detailed study of the potential theory of these processes. They provide a series of results on polar sets, excessive functions, and capacities. Among others, they prove that the Meyer Hypothesis (L) does not hold, while the balayage principle holds.