Harmonic functions of Brownian motions on metric graphs

DOI10.1063/1.4905731zbMath1327.60163OpenAlexW2084391298MaRDI QIDQ5499065

Kristin E. Kuter, Patrick J. Fitzsimmons

Publication date: 11 February 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4905731

zbMATH Keywords

Laplace transformMarkov chainsharmonic functionsmetric graphsBrownian motionspassage times

Mathematics Subject Classification ID

Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Related Items (4)

First hitting time of Brownian motion on simple graph with skew semiaxes ⋮ A combinatorial representation for the invariant measure of diffusion processes on metric graphs ⋮ Diffusion spiders: Green kernel, excessive functions and optimal stopping ⋮ Concatenation and pasting of right processes

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• The equivalence of diffusions on networks to Brownian motion
• Simulating a diffusion on a graph. Application to reservoir engineering

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