24 citations · 51 across the 8 of their papers we have counts for
8 papers
Exact Small Time Equivalent for the density of the Circular Langevin Diffusion
Jacques Franchi
A small time equivalent of the density is obtained for the circular analogue of the Langevin diffusion, which is strictly hypoelliptic (and non-Gaussian), hence of a different natu…
Small time asymptotics for an example of strictly hypoelliptic heat kernel
Jacques Franchi
A small time asymptotics of the density is established for a simplified (non-Gaussian, strictly hypoelliptic) second chaos process tangent to the Dudley relativistic diffusion.
Nonexplosion criteria for relativistic diffusions
Ismaël Bailleul, Jacques Franchi
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 a…
Curvature Diffusions in General Relativity
Jacques Franchi, Yves Le Jan
We define and study on Lorentz manifolds a family of covariant diffusions in which the quadratic variation is locally determined by the curvature. This allows the interpretation of…
Central Limit Theorem for a Class of Relativistic Diffusions
Jürgen Angst, Jacques Franchi
Two similar Minkowskian diffusions have been considered, on one hand by Barbachoux, Debbasch, Malik and Rivet ([BDR1], [BDR2], [BDR3], [DMR], [DR]), and on the other hand by Dunkel…
Relativistic Diffusion in Gödel's Universe
Jacques Franchi
K. Gödel [G1] discovered his celebrated solution to Einstein equations in 1949. Additional contributions were made by Kundt [K] and Hawking-Ellis ([H-E],5.7). On the other hand, a…