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Nowhere differentiability of Brownian motion

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Brownian motion
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
Brownian paths are almost surely nowhere differentiable. An increment over duration h is typically of order h​, so its difference quotient is of order h−1/2 rather than approaching a finite limit.

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  • Brownian motion
  • Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 27 / 4 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 26 / 4 / 2 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 353 / 4 / b / ii / Solution

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