Degenerate diffusion operators arising in population biology
 Author/Creator
 Epstein, Charles L.
 Language
 English.
 Publication
 Princeton : Princeton University Press, 2013.
 Physical description
 xiii, 306 pages ; 24 cm.
 Series
 Annals of mathematics studies ; no. 185.
Access
Available online

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QA1 .A665 NO.185

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QA1 .A665 NO.185
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Contributors
 Contributor
 Mazzeo, Rafe.
Contents/Summary
 Bibliography
 Includes bibliographical references and index.
 Contents

 Preface xi 1 Introduction 1 1.1 Generalized Kimura Diffusions 3 1.2 Model Problems 5 1.3 Perturbation Theory 9 1.4 Main Results 10 1.5 Applications in Probability Theory 13 1.6 Alternate Approaches 14 1.7 Outline of Text 16 1.8 Notational Conventions 20 I WrightFisher Geometry and the Maximum Principle 23 2 WrightFisher Geometry 25 2.1 Polyhedra and Manifolds with Corners 25 2.2 Normal Forms and WrightFisher Geometry 29 3 Maximum Principles and Uniqueness Theorems 34 3.1 Model Problems 34 3.2 Kimura Diffusion Operators on Manifolds with Corners 35 3.3 Maximum Principles for theHeat Equation 45 II Analysis of Model Problems 49 4 The Model Solution Operators 51 4.1 The Model Problemin 1dimension 51 4.2 The Model Problem in Higher Dimensions 54 4.3 Holomorphic Extension 59 4.4 First Steps Toward Perturbation Theory 62 5 Degenerate Holder Spaces 64 5.1 Standard Holder Spaces 65 5.2 WFHolder Spaces in 1dimension 66 6 Holder Estimates for the 1dimensional Model Problems 78 6.1 Kernel Estimates for Degenerate Model Problems 80 6.2 Holder Estimates for the 1dimensional Model Problems 89 6.3 Propertiesof the Resolvent Operator 103 7 Holder Estimates for Higher Dimensional CornerModels 107 7.1 The Cauchy Problem 109 7.2 The Inhomogeneous Case 122 7.3 The Resolvent Operator 135 8 Holder Estimates for Euclidean Models 137 8.1 Holder Estimates for Solutions in the Euclidean Case 137 8.2 1dimensional Kernel Estimates 139 9 Holder Estimates for General Models 143 9.1 The Cauchy Problem 145 9.2 The Inhomogeneous Problem 149 9.3 Offdiagonal and Longtime Behavior 166 9.4 The Resolvent Operator 169 III Analysis of Generalized Kimura Diffusions 179 10 Existence of Solutions 181 10.1 WFHolder Spaces on a Manifold with Corners 182 10.2 Overview of the Proof 187 10.3 The Induction Argument 191 10.4 The Boundary Parametrix Construction 194 10.5 Solution of the Homogeneous Problem 205 10.6 Proof of the Doubling Theorem 208 10.7 The Resolvent Operator and C0Semigroup 209 10.8 Higher Order Regularity 211 11 The Resolvent Operator 218 11.1 Construction of the Resolvent 220 11.2 Holomorphic Semigroups 229 11.3 DiffusionsWhere All Coefficients Have the Same Leading Homogeneity 230 12 The Semigroup on C0(P) 235 12.1 The Domain of the Adjoint 237 12.2 The Nullspace of L 240 12.3 Long Time Asymptotics 243 12.4 Irregular Solutions of the Inhomogeneous Equation 247 A Proofs of Estimates for the Degenerate 1d Model 251 A.1 Basic Kernel Estimates 252 A.2 First Derivative Estimates 272 A.3 Second Derivative Estimates 278 A.4 Offdiagonal and Larget Behavior 291 Bibliography 301 Index 305.
 (source: Nielsen Book Data)
 Publisher's Summary
 This book provides the mathematical foundations for the analysis of a class of degenerate elliptic operators defined on manifolds with corners, which arise in a variety of applications such as population genetics, mathematical finance, and economics. The results discussed in this book prove the uniqueness of the solution to the Martingale problem and therefore the existence of the associated Markov process. Charles Epstein and Rafe Mazzeo use an "integral kernel method" to develop mathematical foundations for the study of such degenerate elliptic operators and the stochastic processes they define. The precise nature of the degeneracies of the principal symbol for these operators leads to solutions of the parabolic and elliptic problems that display novel regularity properties. Dually, the adjoint operator allows for rather dramatic singularities, such as measures supported on high codimensional strata of the boundary. Epstein and Mazzeo establish the uniqueness, existence, and sharp regularity properties for solutions to the homogeneous and inhomogeneous heat equations, as well as a complete analysis of the resolvent operator acting on Holder spaces. They show that the semigroups defined by these operators have holomorphic extensions to the right halfplane. Epstein and Mazzeo also demonstrate precise asymptotic results for the longtime behavior of solutions to both the forward and backward Kolmogorov equations.
(source: Nielsen Book Data)
Subjects
Bibliographic information
 Publication date
 2013
 Responsibility
 Charles L. Epstein and Rafe Mazzeo.
 Series
 Annals of mathematics studies ; number 185
 ISBN
 9780691157122
 069115712X
 9780691157153
 0691157154