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Probability and Computational Finance Seminar
Camelia Pop University of Minnesota Title: Transition probabilities for degenerate diffusions arising in population genetics Abstract: We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The Markov processes that we study are a generalization of the classical Wright-Fisher process. The main ingredients in our proofs are based on the analysis of the regularity properties of solutions to a forward Kolmogorov equation defined on a compact manifold with corners, which is degenerate in the sense that it is not strictly elliptic and the coefficients of the first order drift term have mild logarithmic singularities. This is based on joint work with Charles Epstein.Date: Monday, September 26, 2016Time: 4:30 pmLocation: Wean Hall 8220Submitted by: Steve ShreveNote: Refreshments at 4:00 pm, Wean Hall 6220. |