A certain class of infinite dimensional diffusion processes arising in population genetics

Stochastic integral equations (60H20) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Genetics and epigenetics (92D10)

Review text

Let X denote the set of all \(x=(x_ i)\in \ell^ 1\) with \(\| x\| =1\) and \(x\geq 0\), equipped with the weak topology. Consider the differential operator \[ L=2^{-1}\sum_{i,j}a_{ij}(x)\partial^ 2/\partial x_ i\partial x_ j+\sum_{i}b_ i(x)\partial /\partial x_ i \] on X, where \(a_{ij}(x)=(x_ i\beta_ i\delta_{ij}+x_ ix_ j)(\sum_{k}x_ k\beta_ k-\beta_ i-\beta_ j)\) where \(\beta =(\beta_ i)\in \ell^{\infty}\), \(\beta\geq 0\) and \(\delta_{ij}= Kronec\ker\) symbol. Let \(W=C({\mathbb{R}}_+,X)\) denote the space of continuous functions on \({\mathbb{R}}_+\) with values in X with the usual filtration (\({\mathcal F}_ t)\) given by the cylinder sets (up to time t). A diffusion on X for the operator L is defined as a strongly Markovian family \((P_ x)_{x\in X}\) of probability measures on W with the properties (a) \(P_ x\{w:\) \(w(0)=x\}=1\) and \[ (b)\quad (f(w(t))- f(w(0))-\int^{t}_{0}Lf(w(s))ds)_{t\geq 0} \] is a \((P_ x,{\mathcal F}_ t)\)-martingale for every \(C^ 2\)-function on X depending only on finite many coordinates. The main result is an existence and uniqueness theorem for these diffusions on X under suitable assumptions on the drift b. The above martingale problem is solved by the method of stochastic differential equations.

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