Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special relativity, we review, here, recent progress in the phenomenological description of relativistic diffusion processes. After a brief historical overview, we will summarize basic concepts from the Langevin theory of nonrelativistic Brownian motions and discuss relevant aspects of relativistic equilibrium thermostatistics. The introductory parts are followed by a detailed discussion of relativistic Langevin equations in phase space. We address the choice of time parameters, discretization rules, relativistic fluctuation-dissipation theorems, and Lorentz transformations of stochastic differential equations. The general theory is illustrated through analytical and numerical results for the diffusion of free relativistic Brownian particles. Subsequently, we discuss how Langevin-type equations can be obtained as approximations to microscopic models. The final part of the article is dedicated to relativistic diffusion processes in Minkowski spacetime. Due to the finiteness of velocities in relativity, nontrivial relativistic Markov processes in spacetime do not exist; i.e., relativistic generalizations of the nonrelativistic diffusion equation and its Gaussian solutions must necessarily be non-Markovian. We compare different proposals that were made in the literature and discuss their respective benefits and drawbacks. The review concludes with a summary of open questions, which may serve as a starting point for future investigations and extensions of the theory.

Comment: review article, 159 pages, references updated, misprints corrected, App. A.4. corrected