Relativistic diffusions and Schwarzschild geometry

DOI10.1002/cpa.20140zbMath1130.83006arXivmath/0410485MaRDI QIDQ3418095

Yves Le Jan, Jacques Franchi

Publication date: 2 February 2007

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410485

zbMATH Keywords

Brownian motion; Schwarzschild spacetime; Markov process; white noise; Itô stochastic differential equation; relativistic diffusion; asymptotic behavior of relativistic diffusion; Stratonovitch stochastic differential equation

Mathematics Subject Classification ID

60J65: Brownian motion

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

83C10: Equations of motion in general relativity and gravitational theory

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Cites Work

• Mécanique aléatoire
• The Large Scale Structure of Space-Time