Processes iterated ad libitum

Jérôme Casse, Jean-François Marckert

Consider the $n$th iterated Brownian motion $I^{(n)}=B_n\circ \cdots \circ B_1$. Curien and Konstantopoulos proved that for any distinct numbers $t_i\ne 0$, $(I^{(n)}(t_1),\dots,I…