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DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION

Condensed Matter 2016-08-31 v1

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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Cite

@article{arxiv.cond-mat/9506024,
  title  = {DIFFUSION IN ONE DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN MOTION},
  author = {Alain COMTET and Cecile MONTHUS},
  journal= {arXiv preprint arXiv:cond-mat/9506024},
  year   = {2016}
}

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18 pages