Filtrations quotients de la filtration brownienne
Density of paths of iterated Lévy transforms of brownian motion
The Lévy transform of a Brownian motion is the Brownian motion given by = sgn()d; call the Brownian motion obtained from by iterating times this transformation. We establish that almost surely, the sequence of paths ( → ) is dense in Wiener space, for the topology of uniform convergence on compact time intervals.
Propriétés d'échange et fins d'ensembles optionnels
Filtrations browniennes et balayage
Density of paths of iterated Lévy transforms of Brownian motion
The Lévy transform of a Brownian motion is the Brownian motion given by = sgn()d; call the Brownian motion obtained from by iterating times this transformation. We establish that almost surely, the sequence of paths ( → ) is dense in Wiener space, for the topology of uniform convergence...
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