Relativistic diffusions and Schwarzschild geometry

DOI10.1002/CPA.20140MaRDI QIDQ3418095zbMATH OpenOpenAlexFDO

Authors Jacques Franchi, Yves Le Jan

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

asymptotic behavior of relativistic diffusionBrownian motionItô stochastic differential equationMarkov processrelativistic diffusionSchwarzschild spacetimeStratonovitch stochastic differential equationwhite noise

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)

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.

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Cites work

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

Cited in

(52)

• On some relativistic-covariant stochastic processes in Lorentzian space-times
• Relativistic diffusion in Gödel's universe
• Formulation of the relativistic heat equation and the relativistic kinetic Fokker-Planck equations using GENERIC
• Thermodynamics of diffusive DM/DE systems
• A Poincaré cone condition in the Poincaré group
• A stochastic approach to relativistic diffusions
• On the Poisson boundary of the relativistic Brownian motion
• Cartan connections for stochastic developments on sub-Riemannian manifolds
• Spectral asymptotics for kinetic Brownian motion on surfaces of constant curvature
• Gradient bounds for Kolmogorov type diffusions
• Hypocoercive estimates on foliations and velocity spherical Brownian motion
• Stochastic stability of Pollicott-Ruelle resonances
• Parametrix for a semiclassical subelliptic operator
• Random motion of light-speed particles
• Brownian motion at the speed of light: a new Lorentz invariant family of processes
• Random perturbation to the geodesic equation
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• Relativistic diffusive motion in random electromagnetic fields
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• Central limit theorem for a class of relativistic diffusions
• Relativistic diffusion with friction on a pseudo-Riemannian manifold
• Relativistic diffusion of elementary particles with spin
• scientific article; zbMATH DE number 4004783 (Why is no real title available?)
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• Cosmological models with fluid matter undergoing velocity diffusion
• Small Time Asymptotics for an Example of Strictly Hypoelliptic Heat Kernel
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• scientific article; zbMATH DE number 919540 (Why is no real title available?)
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• Quantum simulation of quantum relativistic diffusion via quantum walks
• Small-time expansion for the density of a planar (quadratic) Langevin diffusion
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• Constant speed random particles spontaneously confined on the surface of an expanding sphere
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• Kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold
• New perspectives on the d'Alembertian from general relativity. An invitation
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