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arXiv · 1102.4937

Brownian Motions on Metric Graphs

Vadim Kostrykin·Jürgen Potthoff·Robert Schrader
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Abstract

Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph, a Brownian motion is constructed pathwise on this graph so that its generator satisfies the given boundary conditions.

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Vadim Kostrykin, Jürgen Potthoff, Robert Schrader. 2011-02-24. Brownian Motions on Metric Graphs. https://doi.org/10.1063/1.4714661

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