Harnack inequalities in infinite dimensions

DOI10.1016/J.JFA.2012.09.009zbMATH Open1266.60098arXiv1209.1573OpenAlexW2963498412MaRDI QIDQ694772FDOQ694772

Authors: Richard F. Bass, Maria Gordina 

Publication date: 13 December 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

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 H"{o}rmander's form. In this case a Harnack inequality does hold.

Full work available at URL: https://arxiv.org/abs/1209.1573

Recommendations

• Harnack and HWI inequalities on infinite-dimensional spaces
• Harnack inequality for Ornstein-Uhlenbeck type operators
• Harnack inequalities and applications for Ornstein-Uhlenbeck semigroups with jump
• Harnack inequality and Liouville-type theorems for Ornstein-Uhlenbeck and Kolmogorov operators
• Harnack inequality and applications for infinite-dimensional GEM processes

zbMATH Keywords

couplingHarnack inequalityOrnstein-Uhlenbeck operatorabstract Wiener spaceinfinite-dimensional processes

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Cites Work

• Gaussian measures in Banach spaces
• Title not available (Why is that?)
• Stochastic Equations in Infinite Dimensions
• On Harnack's theorem for elliptic differential equations
• Harnack inequalities on a manifold with positive or negative Ricci curvature
• Harnack inequalities: an introduction
• Functional inequalities for Markov semigroups
• A logarithmic Sobolev form of the Li-Yau parabolic inequality
• Title not available (Why is that?)
• Title not available (Why is that?)
• The geometry of Markov diffusion generators
• Potential theory on Hilbert space
• Harmonic functions on Hilbert space
• Diffusions and Elliptic Operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• Maximal inequalities for the Ornstein-Uhlenbeck process
• Parabolic Harnack inequality for divergence form second order differential operators
• Brownian Motion and Harmonic Analysis on Sierpinski Carpets
• On- and off-diagonal heat kernel behaviors on certain infinite dimensional local Dirichlet spaces
• Heat kernel analysis on infinite-dimensional Heisenberg groups
• Title not available (Why is that?)
• A Liouville Theorem for Abstract Wiener Spaces
• Potential theory on the infinite dimensional torus
• Regularity of the Green's operator on abstract Wiener space
• Differential equations on abstract Wiener space
• Title not available (Why is that?)
• An Extension of Weyl's Lemma to Infinite Dimensions

Cited In (12)

• Harnack inequality and no-arbitrage bounds for self-financing portfolios
• On the positivity of the discrete Green's function for unstructured finite element discretizations in three dimensions
• Harnack and HWI inequalities on infinite-dimensional spaces
• Harnack type inequality: The method of moving planes
• Coercive inequalities for Hörmander type generators in infinite dimensions
• Harnack inequalities: an introduction
• On the positivity of discrete harmonic functions and the discrete Harnack inequality for piecewise linear finite elements
• The Hoffman-Wielandt inequality in infinite dimensions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
• Sup-norm-closable bilinear forms and Lagrangians

This page was built for publication: Harnack inequalities in infinite dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q694772)