New link between the fractional p-Laplacian operators and a class of McKean-Vlasov flight type processes
Abstract
We prove the existence of a McKean--Vlasov stochastic process with jumps associated to the nonlinear parabolic equation ∂t u = Δp u + Δps u in ℝN×(0,∞), where Δp is the p-Laplacian and Δps is the fractional p-Laplacian. Our approach is the following: first, after proving the existence of a solution for the PDE presented earlier, we rewrite it as a nonlinear Fokker-Planck-Kolmogorov equation whose measure-valued solution is guaranteed when p≥4. Then we solve the martingale problem associated to our FPKE via a new superposition principle for non-local Fokker-Planck-Kolmogorov equations, which only requires an integrability condition on the local coefficients. Finally, thanks to the martingale solution obtained, we derive the existence of a weak solution for the McKean-Vlasov's type SDE with jumps whose infinitesimal generator is a << hybrid version >> of the operator Δp+Δps.
Related
- Hölder regularity of solutions to parabolic equations associated with fractional p-Laplacian type operators
- A new class of nonlocal operators: the fractional logarithmic p-Laplacian and its properties
- On the exponential ergodicity of the McKean-Vlasov SDE depending on a polynomial interaction
- Non-uniqueness for McKean--Vlasov SDEs with Hölder diffusion coefficients
- 𝒟-Pullback Measure Attractors of McKean-Vlasov Stochastic Lattice Wave Equations
BibTeX
@misc{jeddaoui2026link,
title = {{New link between the fractional p-Laplacian operators and a class of McKean-Vlasov flight type processes}},
author = {Houssine El Jeddaoui and Dany Nabab},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2609.19492},
eprint = {2609.19492},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.19492},
note = {CC BY-NC-ND 4.0},
}
RIS
TY - UNPB
TI - New link between the fractional p-Laplacian operators and a class of McKean-Vlasov flight type processes
AU - Houssine El Jeddaoui
AU - Dany Nabab
PY - 2026
DA - 2026/10/21
PB - arXiv
DO - 10.48550/arxiv.2609.19492
UR - https://arxiv.org/abs/2609.19492
AB - We prove the existence of a McKean--Vlasov stochastic process with jumps associated to the nonlinear parabolic equation ∂_t u = Δ_p u + Δ_p^s u in ℝ^N×(0,∞), where Δ_p is the p-Laplacian and Δ_p^s is the fractional p-Laplacian. Our approach is the following: first, after proving the existence of a solution for the PDE presented earlier, we rewrite it as a nonlinear Fokker-Planck-Kolmogorov equation whose measure-valued solution is guaranteed when p≥4. Then we solve the martingale problem associated to our FPKE via a new superposition principle for non-local Fokker-Planck-Kolmogorov equations, which only requires an integrability condition on the local coefficients. Finally, thanks to the martingale solution obtained, we derive the existence of a weak solution for the McKean-Vlasov's type SDE with jumps whose infinitesimal generator is a << hybrid version >> of the operator Δ_p+Δ_p^s.
ER -