Diffusion in One Dimensional Random Medium and Hyperbolic Brownian Motion
نویسنده
چکیده
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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تاریخ انتشار 1995