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arXiv · 2409.18744

$p$-Brownian motion and the $p$-Laplacian

Viorel Barbu·Marco Rehmeier·Michael Röckner
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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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Viorel Barbu, Marco Rehmeier, Michael Röckner. 2024-09-27. $p$-Brownian motion and the $p$-Laplacian. https://arxiv.org/abs/2409.18744

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