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Article Dans Une Revue Journal of Physics A: Mathematical and Theoretical Année : 1996

Diffusion in one dimensional random medium and hyperbolic brownian motion

Résumé

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.

Dates et versions

hal-00004143 , version 1 (16-02-2005)

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Alain Comtet, Cécile Monthus. Diffusion in one dimensional random medium and hyperbolic brownian motion. Journal of Physics A: Mathematical and Theoretical, 1996, 29, pp.1331-1345. ⟨hal-00004143⟩
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