Analytic solution for Brownian motion in three dimensional hyperbolic space

Abstract

Brownian motion in the three dimensional Lobachevsky space or hyperbolic space is considered in the paper written by F.I.Karpelevich, V.N.Tutubalin and M.G.Shur. A solution for radial symmetric diffusion equation in the three dimensional hyperbolic space is given in that paper. However, derivation of it is not explicitly shown. Therefore, the diffusion equation is solved analytically with an initial condition corresponding to non-zero space variable at the initial stage.