Diffusion in a one-dimensional random medium and hyperbolic Brownian motion
نویسندگان
چکیده
منابع مشابه
Diffusion in One Dimensional Random Medium and Hyperbolic Brownian Motion
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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ژورنال
عنوان ژورنال: Journal of Physics A: Mathematical and General
سال: 1996
ISSN: 0305-4470,1361-6447
DOI: 10.1088/0305-4470/29/7/006