Brownian motions on metric graphs
By V. Kostrykin, Jürgen Potthoff, Robert Schrader. 2011
65 citations recorded by the source corpus.
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph, a Brownian motion is constructed pathwise on this graph so that its generator satisfies the given boundary conditions.
Subfields: Finance, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/23d22f744defd7c289a919861e3bf9bc97d80d60
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In Mathematical Physics
Citations in the corpus
- Kernel Density Estimation on a Linear Network (2017, background): “The heat kernel on a linear network has been studied from the viewpoint of stochastic process theory and potential theory in Kostrykin et al. (2007, 2012); Kostrykin & Schrader (2006); Gaveau & Okada (1991); and Gaveau et al. (1993).”