p-Brownian motion and the p-Laplacian

2024/09/27 by Barbu, Viorel, Rehmeier, Marco, Röckner, Michael · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2409.18744

Abstract

In this paper we construct a stochastic process, more precisely, a (nonlinear) Markov process, which is related to the parabolic p-Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-) Laplacian.

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