Relativistic Ornstein-Uhlenbeck process
Ornstein-Uhlenbeck processnumerical simulationsLangevin equationthermodynamic irreversibilityfluctuation-dissipation theoremequilibrium distributionEinstein's relativityrelativistic Fokker-Planck equationsrelativistic Kramers equationsrelativistic stochastic process
Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Irreversible thermodynamics, including Onsager-Machlup theory (82B35) Irreversible thermodynamics, including Onsager-Machlup theory (82C35) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Other physical applications of random processes (60K40) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
- The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion
- Langevin diffusion of heavy quarks in non-conformal holographic backgrounds
- Cylindrically symmetric diffusion model for relativistic heavy-ion collisions
- An H-theorem for the general relativistic Ornstein-Uhlenbeck process
- Particle dynamics in a relativistic invariant stochastic medium
- Trends to equilibrium for a class of relativistic diffusions
- Particles with constant speed and random velocity in 3+1 space-time: separation of the space variables
- Constant speed random particles spontaneously confined on the surface of an expanding sphere
- Formulation of the relativistic heat equation and the relativistic kinetic Fokker-Planck equations using GENERIC
- Volatility smile as relativistic effect
- Space-time transport schemes and homogenization: II. Extension of the theory and applications
- Anomalous scalings of fluctuations of the area swept by a Brownian particle trapped in a \(|x|\) potential
- On the Poisson boundary of the relativistic Brownian motion
- Theoretical study of interaction between matter and curvature fluid in the theory of \(f(R)\)-gravity: diffusion and friction
- Quantum simulation of quantum relativistic diffusion via quantum walks
- Random motion of light-speed particles
- A UNIFYING APPROACH TO RELATIVISTIC DIFFUSIONS AND H-THEOREMS
- Brownian motion at the speed of light: a new Lorentz invariant family of processes
- Hydrodynamic behavior of Brownian particles in a position-dependent constant force field
- Langevin diffusion in holographic backgrounds with hyperscaling violation
- A diffusion process in curved space–time
- Fokker-Planck-type equations for a simple gas and for a semirelativistic Brownian motion from a relativistic kinetic theory
- Discrete-time quantum walks in random artificial gauge fields
- Central limit theorem for a class of relativistic diffusions
- Relativistic diffusions: A unifying approach
- Can diffusions propagate?
- Relativistic Langevin equation derived from a particle-bath Lagrangian
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
- Covariant Kolmogorov equation and entropy current for the relativistic Ornstein-Uhlenbeck process
- The spatially one-dimensional relativistic Ornstein-Uhlenbeck process in an arbitrary inertial frame
- A stochastic approach to relativistic diffusions
- Fluctuation-dissipation theorems in an expanding universe
- Free Brownian motion of relativistic particles
- Relativistic stochastic mechanics. II: Reduced Fokker-Planck equation in curved spacetime
- Relativistic stochastic mechanics. I: Langevin equation from observer's perspective
- Landau levels for discrete-time quantum walks in artificial magnetic fields
- A probabilistic view on singularities
- Invariance of the relativistic one-particle distribution function
- Relativistic Stochastic Processes
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