An invariance principle for Brownian motion in random scenery

Yu Gu; Guillaume Bal

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arXiv · 1306.6386

An invariance principle for Brownian motion in random scenery

Yu Gu·Guillaume Bal

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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. 2013-06-27. An invariance principle for Brownian motion in random scenery. https://arxiv.org/abs/1306.6386

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