Brownian Motions on Metric Graphs III - Construction: General Metric Graphs

Abstract

Consider a metric graph G with set of vertices V. Assume that for every vertex in V one is given a Wentzell boundary condition. It is shown how one can construct the paths of a Brownian motion on G such that its generator - viewed as an operator on the space of continuous functions vanishing at infinity - has a domain consisting of twice continuously differentiable functions satisfying these boundary conditions.