Year: 2016
Type: preprint
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.
Source: arXiv (Cornell University)
Authors: Luiro, Hannes, Parviainen, Mikko
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2403701471