Can diffusions propagate?

DOI10.1007/S10955-012-0580-0MaRDI QIDQ690632zbMATH OpenOpenAlexFDO

Authors D. Espaze, V. Foulonneau, F. Debbasch

Publication date 28 November 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-012-0580-0

zbMATH Keywords

bounded velocity diffusionrelativistic stochastic processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

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Cites work

• scientific article; zbMATH DE number 4137466 (Why is no real title available?)
• scientific article; zbMATH DE number 164902 (Why is no real title available?)
• scientific article; zbMATH DE number 3285118 (Why is no real title available?)
• scientific article; zbMATH DE number 3054028 (Why is no real title available?)
• A diffusion equation from the relativistic Ornstein-Uhlenbeck process
• Bio-heat transfer analysis during short pulse laser irradiation of tissues
• Brownian motion with respect to a metric depending on time; definition, existence and applications to Ricci flow
• Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
• Central limit theorem for a class of relativistic diffusions
• Fluctuation-dissipation theorems in an expanding universe
• Is Brownian motion sensitive to geometry fluctuations?
• Relativistic Ornstein-Uhlenbeck process
• STOCHASTIC MODELS OF THERMODIFFUSION
• Stochastic differential equations. An introduction with applications.

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• Quantum simulation of quantum relativistic diffusion via quantum walks
• Brownian motion at the speed of light: a new Lorentz invariant family of processes
• Discrete-time quantum walks in random artificial gauge fields
• Relativistic diffusions and Schwarzschild geometry
• Quantum walks in artificial electric and gravitational fields

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