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

DOI10.1090/TRAN/6853zbMATH Open1368.60085arXiv1406.0745OpenAlexW2963958640MaRDI QIDQ5347271FDOQ5347271

Camelia A. Pop

Publication date: 23 May 2017

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

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.

Full work available at URL: https://arxiv.org/abs/1406.0745

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multidimensional diffusion processes.
• Some Problems of Stochastic Processes in Genetics
• Diffusions and Elliptic Operators
• Diffusion models in population genetics
• Formulas for diffusion approximations of some gene frequency models
• 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
• Wright–Fisher Diffusion in One Dimension
• Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains
• \(C^0\)-estimates and smoothness of solutions to the parabolic equation defined by Kimura operators
• Harnack Inequalities and Heat Kernel Estimates for Degenerate Diffusion Operators Arising in Population Biology
• Degenerate Diffusion Operators Arising in Population Biology
• On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes
• On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
• Brownian motion and harnack inequality for Schrödinger operators
• On a class of degenerate elliptic operators arising from Fleming-Viot processes
• Diffusion Processes with Unbounded Drift Coefficient
• Limit theorems for absorption times of genetic models
• Schauder estimates for a class of second order elliptic operators on a cube.
• Well-posedness of the martingale problem for some degenerate diffusion processes occurring in dynamics of populations
• Diffusion processes and a class of Markov chains related to population genetics
• Critère de convergence des fonctionnelles de Kac et application en mécanique quantique et en géométrie

Cited In (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
• Initial-boundary value problems for conservative Kimura-type equations: solvability, asymptotic and conservation law
• Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients
• Transition probabilities for degenerate diffusions arising in population genetics
• The fundamental solution to 1D degenerate diffusion equation with one-sided boundary

This page was built for publication: Existence, uniqueness and the strong Markov property of solutions to Kimura diffusions with singular drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5347271)