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

Abstract

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

arXiv comment61 pages, 7 figures, version 02: references updated

References in corpus (3)

• Brownian Motions on Metric Graphs III - Construction: General Metric Graphs
• Brownian Motions on Metric Graphs I - Definition, Feller Property, and Generators
• Brownian Motions on Metric Graphs II - Construction of Brownian Motions on Single Vertex Graphs

Cited by in corpus (6)

• Brownian Motions on Metric Graphs
• Brownian Motions on Metric Graphs III - Construction: General Metric Graphs
• Brownian Motions on Metric Graphs I - Definition, Feller Property, and Generators
• Application of Stochastic Flows to the Sticky Brownian Motion Equation
• Strong Feller property of sticky reflected distorted Brownian motion
• Brownian Motions on Star Graphs with Non-Local Boundary Conditions