Analytic and stochastic description of Brownian motions on star graphs
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866912727787634688 |
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| author | Bobrowski, Adam Pilipenko, Andrey |
| author_facet | Bobrowski, Adam Pilipenko, Andrey |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_20039 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Analytic and stochastic description of Brownian motions on star graphs Bobrowski, Adam Pilipenko, Andrey Probability 47D06, 47D07, 60J60, 60J50, 60J35 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. |
| title | Analytic and stochastic description of Brownian motions on star graphs |
| topic | Probability 47D06, 47D07, 60J60, 60J50, 60J35 |
| url | https://arxiv.org/abs/2511.20039 |