Lévy transformation and zeros of Brownian motion (Q1346973)

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Lévy transformation and zeros of Brownian motion
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    Lévy transformation and zeros of Brownian motion (English)
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    23 April 1995
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    Soit \(\beta\) un mouvement brownien standard unidimensionnel issu de 0. On considère les transformées de Lévy itérées de \(\beta\), c'est- à-dire les processus \(\beta^ n\) définis par \(\beta^ 0 = \beta\); \(\forall n \geq 1 : \beta^{n + 1}_ t = \int^ t_ 0 \text{sgn}(\beta^ n_ s) d\beta^ n_ s\). Le principal résultat de cet article affirme que pour \(m > n + 1\), \(\beta^ n\) et \(\beta^ m\) ont P.p.s. des zéros communs qui sont isolés entre eux, mais ces zéros ne sont isolés ni de ceux de \(\beta^ n\), ni de ceux de \(\beta^ m\).
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    Brownian motion
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    Levy transformation
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