Harnack inequalities in infinite dimensions (Q694772): Difference between revisions

Different examples of infinite-dimensional processes for which the Harnack inequality does or does not hold are studied. First, it is proved that Harnack inequality does not hold for the Laplacian on an abstract Wiener space; the idea is to notice that the inequality holds true for finite-dimensional spaces, but not uniformly with respect to the dimension. As a second case, it is proved that the Harnack inequality also does not hold for Ornstein-Uhlenbeck processes in a separable Hilbert space, though some of these processes satisfy a coupling property. Finally, a positive result is obtained; the Harnack inequality is proved for operators which can be written in Hörmander's form as a finite sum of squared operators \(\nabla_{A_j}^2\).