$p$-Brownian motion and the $p$-Laplacian
Probability
2024-12-24 v3 Analysis of PDEs
Abstract
In this paper we construct a stochastic process, more precisely, a (nonlinear) Markov process, which is related to the parabolic -Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-) Laplacian.
Keywords
Cite
@article{arxiv.2409.18744,
title = {$p$-Brownian motion and the $p$-Laplacian},
author = {Viorel Barbu and Marco Rehmeier and Michael Röckner},
journal= {arXiv preprint arXiv:2409.18744},
year = {2024}
}