Vadim Kostrykin, Jürgen Potthoff, Robert Schrader
Published 2010-12-03, updated 2010-12-06Version 2
Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an operator on the space of continuous functions vanishing at infinity - has a domain consisting of twice continuously differentiable functions satisfying these boundary conditions.
Comments: version 02: references updated
Brownian Motions on Metric Graphs
On Besov regularity of Brownian motions in infinite dimensions
Chernoff's Theorem and Discrete Time Approximations of Brownian Motion on Manifolds
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