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Quant版 - why Brownian motion is non-differenciable?

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话题: brownian话题: motion话题: why话题: sruggling

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z****s 发帖数: 532	1 I am sruggling with this simple quesiont, can anyone kindly tell me how to prove it or this is made by definition. Thanks a lot.
r*******y 发帖数: 290	2 at any single point, it's a normal distribution 【在 z****s 的大作中提到】 : I am sruggling with this simple quesiont, can anyone kindly tell me how to : prove it or this is made by definition. : Thanks a lot.
k****o 发帖数: 11	3 first variation is infinity, quadratic variation is t.
M****i 发帖数: 58	4 A proof can be found in P110 of "Brownian motion and stochastic calculus" by Karatzas & Shreve: http://books.google.com/books?id=ATNy_Zg3PSsC&pg=PA103&lpg=PA10
z****s 发帖数: 532	5 thank you all

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话题: brownian话题: motion话题: why话题: sruggling