Harnack Inequalities for Degenerate Diffusions
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.
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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