Relativistic diffusions and Schwarzschild geometry

DOI10.1002/CPA.20140zbMATH Open1130.83006arXivmath/0410485OpenAlexW2123903461MaRDI QIDQ3418095FDOQ3418095

Yves Le Jan, Jacques Franchi

Publication date: 2 February 2007

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

Abstract: The purpose of this article is to introduce and study a relativistic motion whose acceleration, in proper time, is given by a white noise. We deal with general relativity, and consider more closely the problem of the asymptotic behaviour of paths in the Schwarzschild geometry example.

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

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zbMATH Keywords

Markov processBrownian motionwhite noiseSchwarzschild spacetimerelativistic diffusionItô stochastic differential equationasymptotic behavior of relativistic diffusionStratonovitch stochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65) Equations of motion in general relativity and gravitational theory (83C10)

Cites Work

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

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