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It follows from the Kolmogorov criterion that the sample paths of a Wiener process are continuous. However, they are nowhere differentiable.

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Stochastic Differential Equations

  • 工具书词条

  • 发表日期：

    2025年

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  • Peter E. Kloeden

摘要

It follows from the Kolmogorov criterion that the sample paths of a Wiener process are continuous. However, they are nowhere differentiable.