A new space-time Markov chain approximation for general diffusions on metric graphs is shown to converge in p-Wasserstein distance at explicit rates governed by a thinness quantifier of the subdivision.
On spider diffusions having a spinning measure selected from their own local time
1 Pith paper cite this work. Polarity classification is still indexing.
abstract
The aim of this article is to give several results related to Walsh's spider diffusions living on a star-shaped network that have a spinning measure selected from the own local time of the motion at the vertex (cf.[17]). We prove the corresponding It\^o's formula and give some global trajectory properties such as $L^1$-approximation of the local time and the Markov property. Regarding the behavior of the process at the vertex, we show that that the distribution of the process is non atomic at the junction point and we characterize the instantaneous scattering distribution along some ray with the aid of the probability coefficients of diffraction. We obtain also a Feynmann-Kac representation for linear parabolic systems posed on star-shaped networks that where introduced in [18] possessing a so-called local-time Kirchhoff's boundary condition.
citation-role summary
citation-polarity summary
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
General diffusions on metric graphs as limits of time-space Markov Chains
A new space-time Markov chain approximation for general diffusions on metric graphs is shown to converge in p-Wasserstein distance at explicit rates governed by a thinness quantifier of the subdivision.