

From Riemannian to relativistic diffusions
pp. 481-511
in: Lizhen Ji, Athanase Papadopoulos, Sumio Yamada (eds), From Riemann to differential geometry and relativity, Berlin, Springer, 2017Abstract
We first introduce Euclidean and Riemannian Brownian motions. Then considering Minkowski space, we present the Dudley relativistic diffusion. Finally we construct a family of covariant relativistic diffusions on a generic Lorentz manifold, the quadratic variation of which can be locally determined by the curvature (which allows the interpretation of the diffusion effect on a particle by its interaction with the ambient space-time). Examples are considered, in some classical space-time models: Schwarzschild, Gödel and Robertson-Walker manifolds.