Construction of the paths of Brownian motions on star graphs I

Vadim Kostrykin, Jürgen Potthoff, Robert Schrader
2012 Communications on Stochastic Analysis  
In the present article and its follow-up article [23] pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given. Received 2011-11-4; Communicated by Hui-Hsiung Kuo. 2010 Mathematics Subject Classification. 60J65, 60J45, 60H99, 58J65, 35K05, 05C99.
doi:10.31390/cosa.6.2.04 fatcat:fwrwwo7ojbg6bjdsd7lzxizg4q