The Leibenson process

Consider the Leibenson equation {equation*} ∂_t u = Δ_p u^q, {equation*} where Δₚ f = div(|∇ f|ᵖ⁻²∇ f) for $p>1$ and $q>0$, which is a simultaneous generalization of the porous media and the p-Laplace equation. In this paper we identify the Leibenson equation as a nonlinear Fokker--Planck equation and prove that it has a nonlinear Markov process in the sense of McKean as its probabilistic counterpart. More precisely, we obtain a probabilistic representation of its Barenblatt solutions as the one-dimensional marginal density curve of the unique solutions to the associated McKean--Vlasov SDE. The latter is of novel type, since its coefficients depend pointwise both on its solution's time marginal densities and also on their first and second order derivatives. Moreover, we show that these solutions constitute the aforementioned nonlinear Markov process, which we call the Leibenson process. A further main result of this work is to prove that despite the strong degeneracy of the diffusion and the irregularity of the drift coefficient (which is merely of bounded variation) of the McKean--Vlasov SDE these solutions are probabilistically strong, i.e., measurable functionals of the driving Brownian motion and the initial condition.