Work

p-Brownian motion and the p-Laplacian

Year: 2026

Type: article

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.

Source: The Annals of Probability

DOI: 10.1214/25-aop1795

Authors: Viorel Barbu, Marco Rehmeier, Michael Röckner

Institutions: Alexandru Ioan Cuza University, Romanian Academy, Bielefeld University

Language: English

Topic: Nonlinear Partial Differential Equations

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: University of Minnesota, Deutsche Forschungsgemeinschaft

Awards: G1288578048, SFB 1283: Unsicherheit beherrschen und Zufall sowie Unordnung nutzen in Analysis, Stochastik und deren Anwendungen