\(p\)-Brownian motion and the \(p\)-Laplacian

Abstract

n this talk we shall present the construction of a stochastic 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.

Joint work with: Viorel Barbu, Al.I. Cuza University and Octav Mayer Institute of Mathematics of Romanian Academy, Iaşi, Romania, and Marco Rehmeier, Faculty of Mathematics, Bielefeld University, Germany

References:

1. V. Barbu, M. Rehmeier, M. Röckner: arXiv:2409.18744

2. V. Barbu, M. Röckner: Springer LN in Math. 2024

3. M. Rehmeier, M. Röckner: arXiv:2212.12424