## Electronic Journal of Probability

### An invariance principle for Brownian motion in random scenery

#### 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.

#### Article information

Source
Electron. J. Probab., Volume 19 (2014), paper no. 1, 19 pp.

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

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1465065643

Digital Object Identifier
doi:10.1214/EJP.v19-2894

Mathematical Reviews number (MathSciNet)
MR3164754

Zentralblatt MATH identifier
1286.60081

Rights

#### Citation

Gu, Yu; Bal, Guillaume. An invariance principle for Brownian motion in random scenery. Electron. J. Probab. 19 (2014), paper no. 1, 19 pp. doi:10.1214/EJP.v19-2894. https://projecteuclid.org/euclid.ejp/1465065643

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