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Non-local Boundary Value Problems, stochastic resetting and Brownian motions on graphs (2209.14135v3)
Published 28 Sep 2022 in math.PR and math.AP
Abstract: We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random times and random (additive) functionals. We provide some new characterizations for the boundary behaviour of the Brownian motion based on the interplay between non-local operators and boundary value problems. Our main focus is on Feller-Wentzell diffusions. We first consider the instructive case of the real line, then we extend our results on star graphs with trapping points or repulsive vertices.