English

Harnack Inequalities for Degenerate Diffusions

Probability 2014-06-19 v1 Analysis of PDEs

Abstract

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. Our main results is a stochastic representation of weak solutions to a degenerate parabolic equation with singular lower-order coefficients, and the proof of the scale-invariant 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.

Keywords

Cite

@article{arxiv.1406.4759,
  title  = {Harnack Inequalities for Degenerate Diffusions},
  author = {Charles L. Epstein and Camelia A. Pop},
  journal= {arXiv preprint arXiv:1406.4759},
  year   = {2014}
}

Comments

57 pages

R2 v1 2026-06-22T04:41:32.198Z