Related papers: Brownian Motions on Metric Graphs
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…
Brownian motions on a metric graph are defined, their Feller property is proved, and their generators are characterized. This yields a version of Feller's theorem for metric graphs.
A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…
A classification for Brownian motions on metric graphs, that is, right continuous strong Markov processes which behave like a one-dimensional Brownian motion on the edges and feature effects like Walsh skewness, stickiness and jumps at the…
Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of single vertex graphs are given.
Brownian motions on star graphs in the sense of It\^o-McKean, that is, Walsh processes admitting a generalized boundary behavior including stickiness and jumps and having an angular distribution with finite support, are examined. Their…
Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.
We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A…
The construction of the paths of all possible Brownian motions (in the sense of Knight) on a half line or a finite interval is reviewed.
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…
We consider metric graphs with a uniform lower bound on the edge lengths but no further restrictions. We discuss how to describe every local self-adjoint Laplace operator on such graphs by boundary conditions in the vertices given by…
This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…
For a self--adjoint Laplace operator on a finite, not necessarily compact, metric graph lower and upper bounds on each of the negative eigenvalues are derived. For compact finite metric graphs Poincar\'{e} type inequalities are given.
On finite metric graphs we consider Laplace operators, subject to various classes of non-self-adjoint boundary conditions imposed at graph vertices. We investigate spectral properties, existence of a Riesz basis of projectors and similarity…
We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We provide a detailed description of all possible Feller processes on infinite} star graphs with finite number of edges, processes that while away from the graph's center behave like a one-dimensional Brownian motion. The description can be…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…