Nondifferentiability of curves on the Brownian sheet (Q1922072): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1214/aop/1042644712 / rank
 
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Latest revision as of 14:26, 24 May 2024

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Nondifferentiability of curves on the Brownian sheet
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    Nondifferentiability of curves on the Brownian sheet (English)
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    22 April 1997
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    The geometry of the level sets of the Brownian sheet \(W(t,s)\), \((t,s)\in R^2\), on the nonnegative quadrant is investigated. In particular, the event ``there exists a continuous injective function \(\gamma\) from \([0,1]\) to \((0,\infty)^2\) and \(x\in(0,1)\) such that \(\gamma\) has a nonzero gradient at \(x\) and \(W(\gamma)\) is differentiable at \(x\)'' has probability \(0\).
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    Brownian sheet
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    level sets
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    nondifferentiability
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