Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift

DOI10.1090/TRAN/6853MaRDI QIDQ5347271zbMATH OpenOpenAlexFDO

Authors Camelia A. Pop

Publication date 23 May 2017

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.0745, http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.748.1581

zbMATH Keywords

degenerate elliptic operatorsKimura diffusionsstrong Markov propertysingular drift coefficientanisotropic Hölder spaces

Mathematics Subject Classification ID

Diffusion processes (60J60) Degenerate elliptic equations (35J70) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: Motivated by applications to proving regularity of solutions to degenerate parabolic equations arising in population genetics, we study existence, uniqueness and the strong Markov property of weak solutions to a class of degenerate stochastic differential equations. The stochastic differential equations considered in our article admit solutions supported in the set $[0,infty{)}^{n}imesmathbb{R}^m$, and they are degenerate in the sense that the diffusion matrix is not strictly elliptic, as the smallest eigenvalue converges to zero proportional to the distance to the boundary of the domain, and the drift coefficients are allowed to have power-type singularities in a neighborhood of the boundary of the domain. Under suitable regularity assumptions on the coefficients, we establish existence of weak solutions that satisfy the strong Markov property, and uniqueness in law in the class of Markov processes.

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Cited in

(11)

• scientific article; zbMATH DE number 4025217 (Why is no real title available?)
• The uniqueness of hierarchically extended backward solutions of the Wright-Fisher model
• \(C^0\)-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators
• Finite state mean field games with Wright-Fisher common noise
• Initial-boundary value problems for conservative Kimura-type equations: solvability, asymptotic and conservation law
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