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Harnack inequality on configuration spaces: The coupling approach and a unified treatment

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  • Deng, Chang-Song

Abstract

In this paper, we establish the dimension-free Harnack inequality on configuration spaces by using the coupling argument. Furthermore, a unified treatment is also used to prove the equivalence between the Harnack inequality on configuration space and that on the corresponding base space under a very mild condition.

Suggested Citation

  • Deng, Chang-Song, 2014. "Harnack inequality on configuration spaces: The coupling approach and a unified treatment," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 220-234.
    • Handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:220-234
    DOI: 10.1016/j.spa.2013.07.008
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    References listed on IDEAS

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    1. Arnaudon, Marc & Thalmaier, Anton & Wang, Feng-Yu, 2009. "Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3653-3670, October.
    2. Zhang, T. S., 2001. "On the small time large deviations of diffusion processes on configuration spaces," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 239-254, February.
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