Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift
From MaRDI portal
Publication:5347271
DOI10.1090/tran/6853zbMath1368.60085arXiv1406.0745OpenAlexW2963958640MaRDI QIDQ5347271
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
strong Markov propertyanisotropic Hölder spacesdegenerate elliptic operatorsKimura diffusionssingular drift coefficient
Degenerate elliptic equations (35J70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60)
Related Items (6)
\(C^0\)-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators ⋮ Finite state mean field games with Wright-Fisher common noise ⋮ The fundamental solution to 1D degenerate diffusion equation with one-sided boundary ⋮ Initial-boundary value problems for conservative Kimura-type equations: solvability, asymptotic and conservation law ⋮ Transition probabilities for degenerate diffusions arising in population genetics ⋮ Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- \(C^0\)-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators
- Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations
- Formulas for diffusion approximations of some gene frequency models
- Critère de convergence des fonctionnelles de Kac et application en mécanique quantique et en géométrie
- Diffusion processes and a class of Markov chains related to population genetics
- Limit theorems for absorption times of genetic models
- Schauder estimates for a class of second order elliptic operators on a cube.
- Transition probabilities for degenerate diffusions arising in population genetics
- Degenerate stochastic differential equations and super-Markov chains
- Schauder estimates for a degenerate second order elliptic operator on a cube
- Multidimensional diffusion processes.
- On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
- Wright–Fisher Diffusion in One Dimension
- Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
- Some Problems of Stochastic Processes in Genetics
- On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
- Brownian motion and harnack inequality for Schrödinger operators
- Diffusion Processes with Unbounded Drift Coefficient
- Diffusions and Elliptic Operators
- Harnack Inequalities and Heat Kernel Estimates for Degenerate Diffusion Operators Arising in Population Biology
- Degenerate Diffusion Operators Arising in Population Biology
- Diffusion models in population genetics
- On a class of degenerate elliptic operators arising from Fleming-Viot processes
This page was built for publication: Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift
