Brownian Motions on Metric Graphs III - Construction: General Metric Graphs
Probability
2010-12-07 v2
Abstract
Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an operator on the space of continuous functions vanishing at infinity - has a domain consisting of twice continuously differentiable functions satisfying these boundary conditions.
Keywords
Cite
@article{arxiv.1012.0739,
title = {Brownian Motions on Metric Graphs III - Construction: General Metric Graphs},
author = {Vadim Kostrykin and Jürgen Potthoff and Robert Schrader},
journal= {arXiv preprint arXiv:1012.0739},
year = {2010}
}
Comments
version 02: references updated