Construction of a relativistic Ornstein-Uhlenbeck process
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Publication:6282802
arXiv1702.01288MaRDI QIDQ6282802FDOQ6282802
Robert Schrader, Jürgen Potthoff
Publication date: 4 February 2017
Abstract: Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The invariant distribution of this momentum process as well as other associated processes are computed.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Special relativity (83A05) Stochastic integral equations (60H20)
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