Density of paths of iterated Levy transforms of Brownian motion

Details Density of paths of iterated Levy transforms of Brownian motion Density of paths of iterated Levy transforms of Brownian motion

2005-11-07

arxiv.org/abs/math/0511154v5

Mathematics

Probability

28 pages

Scientific paper

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.

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