Can diffusions propagate?

DOI10.1007/S10955-012-0580-0zbMATH Open1276.82055OpenAlexW2083324575MaRDI QIDQ690632FDOQ690632

F. Debbasch, V. Foulonneau, D. Espaze

Publication date: 28 November 2012

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

Full work available at URL: https://doi.org/10.1007/s10955-012-0580-0

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zbMATH Keywords

bounded velocity diffusionrelativistic stochastic processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

Cites Work

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• Stochastic differential equations. An introduction with applications.
• Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
• Brownian motion with respect to a metric depending on time; definition, existence and applications to Ricci flow
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• Relativistic Ornstein-Uhlenbeck process
• A diffusion equation from the relativistic Ornstein-Uhlenbeck process
• Fluctuation-dissipation theorems in an expanding universe
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• Central limit theorem for a class of relativistic diffusions
• STOCHASTIC MODELS OF THERMODIFFUSION
• Is Brownian motion sensitive to geometry fluctuations?
• Bio-heat transfer analysis during short pulse laser irradiation of tissues

Cited In (7)

• Quantum circuits for discrete-time quantum walks with position-dependent coin operator
• Does diffusion determine the body?
• Quantum simulation of quantum relativistic diffusion via quantum walks
• Brownian motion at the speed of light: a new Lorentz invariant family of processes
• Discrete-time quantum walks in random artificial gauge fields
• Relativistic diffusions and Schwarzschild geometry
• Quantum walks in artificial electric and gravitational fields

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