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Our approach views the thermodynamics and kinetics in general relativity and extended gravitational theories (with generic local anisotropy) from the perspective of the theory of stochastic differential equations on curved spaces. Nonequilibrium and irreversible processes in black hole thermodynamics are considered. The paper summarizes the author’s contribution to Journees Relativistes 99 (12–17 September 1999), Weimar, Germany.

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