  The relativistic analysis of stochastic kinematics is developed in order to
determine the transformation of the effective diffusivity tensor in inertial
frames. Poisson-Kac stochastic processes are initially considered. For
one-dimensional spatial models, the effective diffusion coefficient $D$
measured in a frame $\Sigma$ moving with velocity $w$ with respect to the rest
frame of the stochastic process can be expressed as $D= D_0 \, \gamma^{-3}(w)$.
Subsequently, higher dimensional processes are analyzed, and it is shown that
the diffusivity tensor in a moving frame becomes non-isotropic with
$D_\parallel = D_0 \, \gamma^{-3}(w)$, and $D_\perp = D_0 \, \gamma^{-1}(w)$,
where $D_\parallel$ and $D_\perp$ are the diffusivities parallel and orthogonal
to the velocity of the moving frame. The analysis of discrete Space-Time
Diffusion processes permits to obtain a general transformation theory of the
tensor diffusivity, confirmed by several different simulation experiments.
Several implications of the theory are also addressed and discussed.
