Density of paths of iterated Lévy transforms of brownian motion
ESAIM: Probability and Statistics, Tome 16 (2012), pp. 399-424.

The Lévy transform of a Brownian motion B is the Brownian motion B(1) given by Bt(1) = ∫0tsgn(Bs)dBs; call B(n) the Brownian motion obtained from B by iterating n times this transformation. We establish that almost surely, the sequence of paths (t → Bt(n))n⩾0 is dense in Wiener space, for the topology of uniform convergence on compact time intervals.

DOI : 10.1051/ps/2011020
Classification : 60g99, 60j65, 37a05, 37a50, 37a25
Mots clés : brownian motion, Lévy transform, excursions, zeroes of brownian motion, ergodicity 
@article{PS_2012__16__399_0,
     author = {Malric, Marc},
     title = {Density of paths of iterated {L\'evy} transforms of brownian motion},
     journal = {ESAIM: Probability and Statistics},
     pages = {399--424},
     publisher = {EDP-Sciences},
     volume = {16},
     year = {2012},
     doi = {10.1051/ps/2011020},
     mrnumber = {2972500},
     zbl = {1274.60171},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/ps/2011020/}
}
TY  - JOUR
AU  - Malric, Marc
TI  - Density of paths of iterated Lévy transforms of brownian motion
JO  - ESAIM: Probability and Statistics
PY  - 2012
SP  - 399
EP  - 424
VL  - 16
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/ps/2011020/
DO  - 10.1051/ps/2011020
LA  - en
ID  - PS_2012__16__399_0
ER  - 
%0 Journal Article
%A Malric, Marc
%T Density of paths of iterated Lévy transforms of brownian motion
%J ESAIM: Probability and Statistics
%D 2012
%P 399-424
%V 16
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/ps/2011020/
%R 10.1051/ps/2011020
%G en
%F PS_2012__16__399_0
Malric, Marc. Density of paths of iterated Lévy transforms of brownian motion. ESAIM: Probability and Statistics, Tome 16 (2012), pp. 399-424. doi : 10.1051/ps/2011020. http://archive.numdam.org/articles/10.1051/ps/2011020/

[1] L.E. Dubins and M. Smorodinsky, The modified, discrete Lévy transformation is Bernoulli, in Séminaire de Probabilités XXVI. Lect. Notes Math. 1526 (1992) | Numdam | Zbl

[2] M. Malric, Densité des zéros des transformées de Lévy itérées d'un mouvement brownien. C. R. Acad. Sci. Paris, Sér. I 336 (2003) 499-504. | MR | Zbl

[3] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, 3th edition. Springer-Verlag, Berlin (1999) | MR | Zbl

Cité par Sources :