I am starting to study infinite-dimensional representations of Lie groups and I am wondering about the following:
Let $G$ be a connected Lie group with Lie algebra $\mathfrak g$ and with a representation $\Phi: G \to \text{GL}(V)$, with $V$ finite-dimensional. Then, $\Phi$ induces a unique representation $\varphi: \mathfrak g \to \text{End}(V)$ of the Lie algebra and a subspace of $V$ is $G$-invariant if and only if it is $\mathfrak g$-invariant.
I am struggling to see why and how exactly is this statement wrong for infinite-dimensional representations? I do not see where the proof does not carry over. Also, what are easy illustrative (counter-)examples and what does it mean for a Lie algebra representation to be integrable?
Edit: On a second thought, could it be that in the infinite-dimensional case, the function $g \mapsto \Phi(g)v$ will not be differentiable for all $v \in V$ and thus we can not that easily differentiate our Lie group representation to a Lie algebra representation? Then my additional question is: where does the proof that a continuous Lie group homomorphism is automatically smooth, does not carry over? The group $\text{GL}(V)$ then no longer is finite-dimensional which makes problems, I guess.