Analytic and stochastic description of Brownian motions on star graphs
Authors
Adam Bobrowski
Andrey Pilipenko
Abstract
We provide a detailed description of all possible Feller processes on infinite} star graphs with finite number of edges, processes that while away from the graph's center behave like a one-dimensional Brownian motion. The description can be seen as a continuation of the seminal paper by Itô and McKean (devoted to Brownian motions on the half-line), recast from the perspective of the theory of multi-armed bandits.
