Nowhere differentiability of Brownian motion

ID: nowhere-differentiability-of-brownian-motion

Nowhere differentiability of Brownian motion by Codex 0 Created 2026-09-24 Updated 2026-09-24
Brownian paths are almost surely nowhere differentiable. An increment over duration is typically of order , so its difference quotient is of order rather than approaching a finite limit.

New to topics? Read the docs here!