Article ID Journal Published Year Pages File Type
8899279 Journal of Mathematical Analysis and Applications 2018 11 Pages PDF
Abstract
The present article is devoted to careful study of sample pathwise properties of G-Brownian motion, i.e., those which quasi-surely hold for all paths. We develop a comparison machinery to analyze the irregular functional of G-Brownian paths and to characterize their zero sets. The key ingredient of our approach is an estimate of solutions to G-heat equations. As a result, we prove that the G-Brownian motion path is nowhere differentiable.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
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