Diffusion in a one-dimensional random medium and hyperbolic Brownian motion
From MaRDI portal
Publication:4229741
DOI10.1088/0305-4470/29/7/006zbMath0916.60065arXivcond-mat/9506024OpenAlexW2054097831MaRDI QIDQ4229741
Publication date: 12 July 1999
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/9506024
Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Diffusion processes (60J60) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
Related Items (21)
Geometric bounds on certain sublinear functionals of geometric Brownian motion ⋮ PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY ⋮ Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval ⋮ An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach ⋮ Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres ⋮ The Lyapunov exponent of products of random \(2\times 2\) matrices close to the identity ⋮ Revisiting integral functionals of geometric Brownian motion ⋮ Random ballistic growth and diffusion in symmetric spaces ⋮ A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line ⋮ Large deviations at various levels for run-and-tumble processes with space-dependent velocities and space-dependent switching rates ⋮ Travelling randomly on the Poincaré half-plane with a Pythagorean compass ⋮ On the asymptotic behavior of the hyperbolic Brownian motion ⋮ Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval ⋮ A DIRECT SOLUTION TO THE FOKKER–PLANCK EQUATION FOR EXPONENTIAL BROWNIAN FUNCTIONALS ⋮ Random motions at finite velocity in a non-Euclidean space ⋮ Hyperbolic and fractional hyperbolic Brownian motion ⋮ On Bougerol and Dufresne's identities for exponential Brownian functionals ⋮ Brownian motion on the hyperbolic plane and Selberg trace formula ⋮ On ladder height densities and Laguerre series in the study of stochastic functionals. II. Exponential functionals of Brownian motion and Asian option values ⋮ Large deviations for the density and current in non-equilibrium-steady-states on disordered rings ⋮ Random walk with hyperbolic probabilities
This page was built for publication: Diffusion in a one-dimensional random medium and hyperbolic Brownian motion