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arxiv: 1406.4759 · v1 · pith:HFEBM2DInew · submitted 2014-06-18 · 🧮 math.PR · math.AP

Harnack Inequalities for Degenerate Diffusions

classification 🧮 math.PR math.AP
keywords solutionsdegeneratediffusioncoefficientsequationharnackkimuraoperators
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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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