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p-Brownian motion and the p-Laplacian
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$p$-Brownian motion and the $p$-Laplacian
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.
Forward citations
Cited by 2 Pith papers
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Brownian motion in Minkowski normed spaces
Constructs a pathwise-unique strong solution to a singular McKean-Vlasov SDE whose marginal laws are the fundamental solutions of the nonlinear Finsler heat equation on Minkowski normed spaces.
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McKean-Vlasov SDEs with Local Distributional Interactions: Well-Posedness and Entropy-Cost Estimates
McKean-Vlasov SDEs with distributional local negative-Sobolev kernels have global well-posedness from smoothed initial laws and entropy-cost estimates.
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