arXiv · 1605.05564
Gradient walk and $p$-harmonic functions
Abstract
We consider a class of stochastic processes and establish its connection to $p$-harmonic functions. In particular, we obtain stochastic approximations that converge uniformly to a $p$-harmonic function, with an explicit convergence rate, and also obtain a precise diffusion representation in continuous time. The main difficulty is how to deal with the zero set of the gradient of the underlying function.
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Hannes Luiro, Mikko Parviainen. 2016-05-18. Gradient walk and $p$-harmonic functions. https://arxiv.org/abs/1605.05564
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