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arXiv · 1805.10905

Brownian Motions on Metric Graphs with Non-Local Boundary Conditions II: Construction

Florian Werner
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Abstract

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 graphs, establishing local solutions on these partial graphs, pasting the solutions together, introducing non-local jumps, and verifying the generator of the resulting process.

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Florian Werner. 2018-05-28. Brownian Motions on Metric Graphs with Non-Local Boundary Conditions II: Construction. https://arxiv.org/abs/1805.10905

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