Diffusion in one dimensional random medium and hyperbolic Brownian motion

摘要

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. This relationship is analyzed in detail and various distributions are studied using stochastic calculus and functional integration. (author) 17 refs. (Atomindex citation 27:003078)