A. Comtet et C. Monthus, DIFFUSION IN A ONE-DIMENSIONAL RANDOM MEDIUM AND HYPERBOLIC BROWNIAN-MOTION, Journal of physics. A, mathematical and general, 29(7), 1996, pp. 1331-1345
Classical diffusion in a random medium involves an exponential functio
nal of Brownian motion. This functional also appears in the study of B
rownian diffusion on a Riemann surface of constant negative curvature.
We analyse in detail this relationship and study various distribution
s using stochastic calculus and functional integration.