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

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

Authors: 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

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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)

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Cited In (8)

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• Finite state mean field games with Wright-Fisher common noise
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