Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\)

DOI10.1007/s10955-016-1574-0zbMath1355.60110OpenAlexW2509325884MaRDI QIDQ503388

Xiaomeng Jiang, Yong Li

Publication date: 12 January 2017

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

Full work available at URL: https://doi.org/10.1007/s10955-016-1574-0

zbMATH Keywords

Dirichlet problemBrownian motionhypergeometric functionsMinkowski spaceGegenbauer polynomialsLaplacian-Beltrami operator

Mathematics Subject Classification ID

Brownian motion (60J65) Special relativity (83A05) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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• Rotational diffusions as seen by relativistic observers
• Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
• Stochastic Differential Equations in a Differentiable Manifold
• Stochastic differential equations. An introduction with applications.

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