Pith. sign in

REVIEW 2 cited by

p-Brownian motion and the p-Laplacian

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2409.18744 v3 pith:GQKFJ7WF submitted 2024-09-27 math.PR math.AP

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

classification math.PR math.AP
keywords brownianequationlaplacianmotionprocessclassicalconstructgiven
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
0 comments
Share X Bluesky LinkedIn Reddit HN
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.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.

Forward citations

Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score.

  1. Brownian motion in Minkowski normed spaces

    math.PR 2026-07 unverdicted novelty 7.0

    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.

  2. McKean-Vlasov SDEs with Local Distributional Interactions: Well-Posedness and Entropy-Cost Estimates

    math.PR 2026-02 accept novelty 7.0

    McKean-Vlasov SDEs with distributional local negative-Sobolev kernels have global well-posedness from smoothed initial laws and entropy-cost estimates.