Abstract
We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in population genetics, the so-called generalized Kimura diffusion operators Epstein and Mazzeo [SIAM J. Math. Anal. 42 (2010) 568-608; Degenerate Diffusion Operators Arising in Population Biology (2013) Princeton University Press; Applied Mathematics Research Express (2016)]. Our main results are a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients and the proof of the scale-invariant Harnack inequality for nonnegative solutions to the Kimura parabolic equation. The stochastic representation of solutions that we establish is a considerable generalization of the classical results on Feynman-Kac formulas concerning the assumptions on the degeneracy of the diffusion matrix, the boundedness of the drift coefficients and the a priori regularity of the weak solutions.
Original language | English (US) |
---|---|
Pages (from-to) | 3336-3384 |
Number of pages | 49 |
Journal | Annals of Probability |
Volume | 45 |
Issue number | 5 |
DOIs | |
State | Published - Sep 1 2017 |
Bibliographical note
Publisher Copyright:© Institute of Mathematical Statistics, 2017.
Keywords
- Anisotropic Hölder spaces
- Degenerate diffusions
- Degenerate elliptic equations
- Feynman-Kac formulas
- Generalized Kimura diffusions
- Girsanov formula
- Markov processes
- Weighted Sobolev spaces