Brownian Motions on Metric Graphs with Non-Local Boundary Conditions II: Construction
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🧮 math.PR
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graphsconstructionmetricnon-localboundarybrownianconditionsmotions
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A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star graphs, establishing local solutions on these partial graphs, pasting the solutions together, introducing non-local jumps, and verifying the generator of the resulting process.
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