Stochastic Kimura Equation

In this work we study the one-dimensional stochastic Kimura equation t u (z, t) = z 2 z u (z, t)+u (z, t) (z, t) for z > 0 and t 0, equipped with constant initial data and the Dirichlet boundary condition at 0, with being a Gaussian space-time noise.This equation can be seen as a degenerate analog of the parabolic Anderson model.We combine the Wiener chaos theory from the Malliavin calculus, the Duhamel perturbation technique from PDEs, and the kernel analysis of (deterministic) degenerate diffusion equations to develop a solution theory for the stochastic Kimura equation.We establish results on existence, uniqueness, moments, and continuity for the solution u (z, t).In particular, we investigate how the stochastic potential and the degeneracy in the diffusion operator jointly affect the properties of u (z, t) near the boundary.We also derive explicit estimates on the comparison under the L 2 -norm between u (z, t) and its deterministic counterpart for (z, t) from a proper range.