Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization

Florian Werner

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arXiv · 1805.06709

Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization

Florian Werner

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Abstract

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 vertices, is obtained. The Feller property of these processes is proved, and the boundary conditions of their generators are identified as non-local Feller-Wentzell boundary conditions. By using a technique of successive revivals, a complete description of the generator is achieved for Brownian motions on star graphs.

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Florian Werner. 2018-05-17. Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization. https://arxiv.org/abs/1805.06709

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