Finitary isomorphisms of Brownian motions

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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.

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APA

Kosloff, Z., & Soo, T. (2020). Finitary isomorphisms of Brownian motions. Annals of Probability, 48(4), 1966–1979. https://doi.org/10.1214/19-AOP1412

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