Kosloff, Z;
Soo, T;
(2020)
Finitary isomorphisms of Brownian motions.
Annals of Probability
, 48
(4)
pp. 1966-1979.
10.1214/19-AOP1412.
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Abstract
Ornstein and Shields (Advances in Math. 10 (1973) 143–146) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow, and, thus, Ornstein theory yielded the existence of a measurepreserving isomorphism between any two such Brownian motions. For fixed h > 0, we construct by elementary methods, isomorphisms with almost surely finite coding windows between Brownian motions reflected on the intervals [0,qh] for all positive rationals q
| Type: | Article |
|---|---|
| Title: | Finitary isomorphisms of Brownian motions |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1214/19-AOP1412 |
| Publisher version: | https://doi.org/10.1214/19-AOP1412 |
| Language: | English |
| Additional information: | This version is the version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10089105 |
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