  We discuss transport equations resulting from relativistic diffusions in the
proper time. We show that a solution of the transport equation can be obtained
from the solution of the diffusion equation by means of an integration over the
proper time. We study the stochastic processes solving the relativistic
diffusion equation and the relativistic transport equation. We show that the
relativistic transport equation for massive particles in the light cone
coordinates and for massless particles in spatial momentum coordinates are
related to the (generalized) Bessel diffusion which has an analytic solution.
The solution describes a particle moving in a fixed direction whose frequency
distribution is the Bessel process. An approach to an equilibrium in a moving
frame is discussed. We formulate the equilibrating diffusion and transport
processes in a Lorentz covariant way.
