Well-posedness of a time discretization scheme for a stochastic p-Laplace equation with Neumann boundary conditions

2025/01/13 by Caroline Bauzet, Kerstin Schmitz, Bauzet, Caroline +5
Economics, Econometrics and Finance · #35K55 #35K92 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2501.07353

openalex created_date 2025/01/10 · openalex publication_date 2025/01/13 · openalex updated_date 2026/07/30

Abstract

In this contribution, we are interested in the analysis of a semi-implicit time discretization scheme for the approximation of a parabolic equation driven by multiplicative colored noise involving a p-Laplace operator (with p≥ 2), nonlinear source terms and subject to Neumann boundary conditions. Using the Minty-Browder theorem, we are able to prove the well-posedness of such a scheme.

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