The Feynman-Kac formula and Harnack inequality for degenerate diffusions (Q1681609)

Consider a generalized Kimura operator \(\hat L\) on \(S_{n,m}={\mathbb R}_+^n\times{\mathbb R}^m\); this is a diffusion operator appearing when modelling population genetics. The aim is to prove a Harnack inequality for solutions of the heat equation \(\partial_t u=\hat L u\), by means of a stochastic representation of \(u\). A feature of \(\hat L\) is that it is degenerate on the boundary of the domain \(S_{n,m}\), and that we know no measure for which it would be self-adjoint; thus standard methods cannot be applied. The idea is to write \(\hat L\) as a perturbation of a self-adjoint operator \(L\), where \(L-\hat L\) is a vector field tangent to the boundary. A stochastic representation and a Harnack inequality are proved for solutions of \(\partial_tu=Lu\). The operator \(\hat L\) is then studied in the last section, by using its relationship with \(L\).