DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION

Details DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION

1995-06-06

arxiv.org/abs/cond-mat/9506024v1

Physics

Condensed Matter

18 pages

Scientific paper

10.1088/0305-4470/29/7/006

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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