Construction of the Paths of Brownian Motions on Star Graphs

2011/02/22 by Vadim Kostrykin, Kostrykin, Vadim, Jürgen Potthoff +3
Economics, Econometrics and Finance · Mathematics · #05C99 #35K05 #58J65 #60H99 #60J45 #60J65 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1102.4533

openalex publication_date 2011/02/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.

Citations

• A Note on Feller Semigroups and Resolvents
• Lower Limit for the Energy Derivative of the Scattering Phase Shift
• The Parabolic Differential Equations and the Associated Semi-Groups of Transformations

Related

• Brownian Motions on Metric Graphs II - Construction of Brownian Motions on Single Vertex Graphs
• Brownian Motions on Star Graphs with Non-Local Boundary Conditions
• Brownian Motions on Metric Graphs with Non-Local Boundary Conditions II: Construction
• Brownian Motions on Metric Graphs III - Construction: General Metric Graphs
• Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization