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
Keywords: brownian motion, Lévy transform, excursions, zeroes of brownian motion, ergodicity 
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     author = {Malric, Marc},
     title = {Density of paths of iterated {L\'evy} transforms of brownian motion},
     journal = {ESAIM: Probability and Statistics},
     pages = {399--424},
     year = {2012},
     publisher = {EDP Sciences},
     volume = {16},
     doi = {10.1051/ps/2011020},
     mrnumber = {2972500},
     zbl = {1274.60171},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/ps/2011020/}
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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

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