Brownian Motions on Metric Graphs I - Definition, Feller Property, and Generators
Vadim Kostrykin, J\"urgen Potthoff, Robert Schrader

TL;DR
This paper defines Brownian motions on metric graphs, proves their Feller property, characterizes their generators, and extends Feller's theorem to this setting, advancing the mathematical understanding of stochastic processes on complex structures.
Contribution
It introduces a rigorous definition of Brownian motions on metric graphs and characterizes their generators, extending classical results to this new context.
Findings
Brownian motions on metric graphs are well-defined.
The Feller property is established for these processes.
A version of Feller's theorem for metric graphs is proved.
Abstract
Brownian motions on a metric graph are defined, their Feller property is proved, and their generators are characterized. This yields a version of Feller's theorem for metric graphs.
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Taxonomy
Topicsadvanced mathematical theories · Mathematical Dynamics and Fractals · Stochastic processes and financial applications
