Nondifferentiability of curves on the Brownian sheet
成果类型：
Article
署名作者：
Dalang, RC; Mountford, T
署名单位：
University of California System; University of California Los Angeles
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
发表日期：
1996
页码：
182-195
关键词：
摘要：
For a Brownian sheet on the nonnegative quadrant, we show that any nontrivial curve in the quadrant with the property that the Brownian sheet restricted to the curve gives rise to a differentiable function cannot be differentiable at any point. This result has several implications for level sets of the Brownian sheet. In particular, any Jordan are contained in a level set must be nowhere differentiable.