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Brownian Motions on Metric Graphs
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math.PR
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boundarybrowniangraphmetricconditionsgivenmotionswentzell
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Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph, a Brownian motion is constructed pathwise on this graph so that its generator satisfies the given boundary conditions.
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