Density of paths of iterated Levy transforms of Brownian motion
Probability
2009-06-24 v5
Abstract
The Levy transform of a Brownian motion B is the Brownian motion B't, the integral over (O,t) of sign of Bs with respect to dBs. Call T the corresponding transformation on the Wiener space W. We establish that a.s. the orbit of w in W under T is dense in W for the compact uniform convergence topology.
Cite
@article{arxiv.math/0511154,
title = {Density of paths of iterated Levy transforms of Brownian motion},
author = {Marc Malric},
journal= {arXiv preprint arXiv:math/0511154},
year = {2009}
}
Comments
28 pages