hal-00013282, version 5
Density of paths of iterated Levy transforms of Brownian motion.
(2007-05-12)
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.
- 1:
- CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot
- Domain : Mathematics/Probability
- Keywords : brownian motion – Lévy transform – ergodicity – Density of orbits
- Comment : 28 pages
- Available versions : v1 (2005-11-07) v2 (2005-11-13) v3 (2007-05-12) v4 (2009-02-13) v5 (2009-06-24)
- hal-00013282, version 5
- http://hal.archives-ouvertes.fr/hal-00013282
- oai:hal.archives-ouvertes.fr:hal-00013282
- From:
- Submitted on: Wednesday, 24 June 2009 12:00:07
- Updated on: Wednesday, 24 June 2009 12:35:59
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