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2014 An invariance principle for Brownian motion in random scenery
Yu Gu, Guillaume Bal
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Electron. J. Probab. 19: 1-19 (2014). DOI: 10.1214/EJP.v19-2894

Abstract

We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$, which is the main new contribution of the paper.

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Yu Gu. Guillaume Bal. "An invariance principle for Brownian motion in random scenery." Electron. J. Probab. 19 1 - 19, 2014. https://doi.org/10.1214/EJP.v19-2894

Information

Accepted: 2 January 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1286.60081
MathSciNet: MR3164754
Digital Object Identifier: 10.1214/EJP.v19-2894

Subjects:
Primary: 60J65
Secondary: 60F05, 60F17

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