On some relativistic-covariant stochastic processes in Lorentzian space-times (Q1028092)

Minkowski space-time \(\mathbb{R}^{1,d}\) is \(\mathbb{R}\times \mathbb{R}^d\) endowed with the inner product \(q= q(\xi^0,\vec\xi):= |\xi^0|^2- \|\vec\xi\|^2\). The restriction of \((-q)\) to a half \(\mathbb{H}^d\) of the unit pseudo-sphere \(q^{-1}(1)\) makes it into a hyperbolic space. While the restriction of \(q\) to \(\mathbb{H}^-:= q^{-1}(-1)\) make it into a \(d\)-dimensional Lorentz manifold. Dudley defined a covariant (relativistic) Brownian motion on \(\mathbb{R}^{1,d}\), as a primitive of a hyperbolic Brownian motion on \(\mathbb{H}^d\). This was extended by Franchi and Le Jan into a relativistic diffusion on a generic Lorentz manifold \(M\), for example by developing (``rolling without slipping'') on \(M\) a Dudley trajectory of \(T_{x_0}M\). The observation of the author is that this allows to define a second-order (covariant) Brownian motion on \(\mathbb{R}^{1,d}\), as a primitive of a \(\mathbb{H}^1\)-valued relativistic diffusion. Its paths are \(C^2\) spacelike curves, and its stochastic dimension is \((d-1)\). Moreover, rolling without slipping in turn this process on a Lorentz manifold \(M\), yields a general covariant, spacelike, twice differentiable ``second-order'' relativistic diffusion. Finally, the author notices that iterating this procedure produces as well, for \(1\leq n\leq d\), \(n\)-order covariant spacelike diffusions, having \(C^n\) paths and stochastic dimension \((d+1-n)\).