Nonexplosion criteria for relativistic diffusions
arXiv:1007.1893 · doi:10.1214/11-AOP672
Abstract
Some general Lorentz covariant operators, associated to the so-called Θ(or Ξ)-relativistic diffusions and making sense in any Lorentzian manifold, have been introduced by Franchi and Le Jan [Comm. Pure Appl. Math. 60 (2007) 187-251], Franchi and Le Jan [Curvature diffusions in general relativity (2010). Unpublished manuscript]. Only a few examples have been studied so far. We provide in this work some nonexplosion criteria for these diffusions, which can be used in generic cases.
Published in at http://dx.doi.org/10.1214/11-AOP672 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)