Diffusion in a one-dimensional random medium and hyperbolic Brownian motion

被引:39
作者
Comtet, A
Monthus, C
机构
[1] UNIV PARIS 06,LPTPE,F-75252 PARIS,FRANCE
[2] UNIV PARIS 11,DIV PHYS THEOR,CNRS,UNITE RECH,F-91406 ORSAY,FRANCE
[3] UNIV PARIS 06,DIV PHYS THEOR,CNRS,UNITE RECH,F-91406 ORSAY,FRANCE
来源
JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL | 1996年 / 29卷 / 07期
关键词
D O I
10.1088/0305-4470/29/7/006
中图分类号
O4 [物理学];
学科分类号
0702 ;
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. We analyse in detail this relationship and study various distributions using stochastic calculus and functional integration.
引用
收藏
页码:1331 / 1345
页数:15
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