Harnack Inequalities for Degenerate Diffusions

نویسندگان

  • CHARLES L. EPSTEIN
  • CAMELIA A. POP
چکیده

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators [8, 9, 6]. Our main results are a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients, and the proof of the scaleinvariant Harnack inequality for nonnegative solutions to the Kimura parabolic equation. The stochastic representation of solutions that we establish is a considerable generalization of the classical results on Feynman-Kac formulas concerning the assumptions on the degeneracy of the diffusion matrix, the boundedness of the drift coefficients, and on the a priori regularity of the weak solutions.

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تاریخ انتشار 2014