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Construction of a relativistic Ornstein-Uhlenbeck process
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processmomentumrelativisticadditionassociatedcomputedconstructedconstruction
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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.
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