A DIFFUSION EQUATION FROM THE RELATIVISTIC ORNSTEIN-UHLENBECK PROCESS

Authors
DEBBASCH F RIVET JP
Citation
F. Debbasch et Jp. Rivet, A DIFFUSION EQUATION FROM THE RELATIVISTIC ORNSTEIN-UHLENBECK PROCESS, Journal of statistical physics, 90(5-6), 1998, pp. 1179-1199
Citations number
14
Categorie Soggetti
Physycs, Mathematical","Physycs, Mathematical
Journal title
Journal of statistical physics → ACNP
ISSN journal
00224715
Volume
90
Issue
5-6
Year of publication
1998
Pages
1179 - 1199
Database
ISI
SICI code
0022-4715(1998)90:5-6<1179:ADEFTR>2.0.ZU;2-7
Abstract
We derive, in the ''hydrodynamic'' limit (large space and time scales) , an evolution equation for the particle density in physical space fro m the (special) relativistic Omstein-Uhlenbeck process introduced by D ebbasch, Mallick, and Rivet. This equation turns out to be identical w ith the classical diffusion equation, without any relativistic correct ion. We prove that, in the ''hydrodynamic'' limit, this result is inde ed compatible with special relativity.