Nonconservative Diffusions on with Killing and Branching: Applications to Wright-Fisher Models with or without Selection

We consider nonconservative diffusion processes on the unit interval, so with absorbing barriers. Using Doob-transformation techniques involving superharmonic functions, we modify the original process to form a new diffusion process presenting an additional killing rate part . We limit ourselves to situations for which is itself nonconservative with upper bounded killing rate. For this transformed process, we study various conditionings on events pertaining to both the killing and the absorption times. We introduce the idea of a reciprocal Doob transform: we start from the process , apply the reciprocal Doob transform ending up in a new process which is but now with an additional branching rate , which is also upper bounded. For this supercritical binary branching diffusion, there is a tradeoff between branching events giving birth to new particles and absorption at the boundaries, killing the particles. Under our assumptions, the branching diffusion process gets eventually globally extinct in finite time. We apply these ideas to diffusion processes arising in population genetics. In this setup, the process is a Wright-Fisher diffusion with selection. Using an exponential Doob transform, we end up with a killed neutral Wright-Fisher diffusion . We give a detailed study of the binary branching diffusion process obtained by using the corresponding reciprocal Doob transform. 1. Introduction We consider diffusion processes on the unit interval with a series of elementary stochastic models arising chiefly in population dynamics in mind. These connections found their way over the last sixty years, chiefly in mathematical population genetics. In this context, we refer to [1] and to its extensive and nonexhaustive list of references for historical issues in the development of modern mathematical population genetics (after Wright, Fisher, Crow, Kimura, Nagylaki, Maruyama, Ohta, Watterson, Ewens, Kingman, Griffiths, and Tavaré, to cite only a few). See also the general monographs [2–6]. Special emphasis is put on Doob-transformation techniques of the diffusion processes under concern. Most of the paper's content focuses on the specific Wright-Fisher (WF) diffusion model and some of its variations, describing the evolution of one two-locus colony undergoing random mating, possibly under the additional actions of mutation, selection, and so on. We now describe the content of this work in more detail. Section 2 is devoted to generalities on one-dimensional diffusions on the unit interval [0, 1]. It is designed to fix the background and notations. Special emphasis is