Alain Comtet 1, 2, Cecile Monthus 1, 2
Journal of Physics A 29 (1996) 1331-1345
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.
- 1. Division de Physique Théorique, IPN,
Université Paris XI – Paris Sud - 2. LPTPE,
Université Paris VI – Pierre et Marie Curie