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Diffusion in Curved Spacetimes

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and therefore provides a microscopic justification for his phenomenological heat-flux ansatz. Furthermore, we obtain the small-time asymptotic expansion of the mean square displacement of Brownian motion in static spacetimes. Beyond general relativity itself, this result has potential applications in analogue gravitational systems.