Brownian Motions on Metric Graphs: Feller Brownian Motions on Intervals\n Revisited

2010/08/23 by Vadim Kostrykin, Kostrykin, Vadim, Jürgen Potthoff +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #05C99 #35K05 #58J65 #60H99 #60J65 #Complex Systems and Time Series Analysis #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1008.3761

openalex publication_date 2010/08/23 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28

Abstract

The construction of the paths of all possible Brownian motions (in the sense\nof Knight) on a half line or a finite interval is reviewed.\n

Citations

• The Parabolic Differential Equations and the Associated Semi-Groups of Transformations

Cited by

• Sampling on Metric Graphs
• Scaling limit of boundary random walks: A martingale problem approach
• Brownian Motions on Metric Graphs I - Definition, Feller Property, and\n Generators
• Brownian Motions on Star Graphs with Non-Local Boundary Conditions

Related

• Brownian Motions on Metric Graphs I - Definition, Feller Property, and\n Generators
• Brownian Motions on Metric Graphs II - Construction of Brownian Motions on Single Vertex Graphs
• Brownian Motions on Metric Graphs III - Construction: General Metric Graphs
• Brownian Motions on Metric Graphs with Non-Local Boundary Conditions I: Characterization
• Analytic and stochastic description of Brownian motions on star graphs