DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION
arXiv:cond-mat/9506024 · doi:10.1088/0305-4470/29/7/006
Abstract
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this relationship and study various distributions using stochastic calculus and functional integration.
18 pages
References in corpus (2)
Cited by in corpus (18)
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