DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION

preprint1995arXivOpen access

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.

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