  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.
