Construction of a relativistic Ornstein-Uhlenbeck process
arXiv:1702.01288
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.
Version 3: A typo in one of the citations has been corrected