A Brownian motion sample path.

These are about the most bizzarely behaved continuous functions on $\mathbb{R}^+$ that you can think of. They are nowhere differentiable, have unbounded variation, attain local maxima and minima in every interval... Many, many papers and books have been written about their strange properties.

Edit: As commented, I should clarify the term "sample path". Brownian motion is a stochastic process $B_t$. We say a sample path of Brownian motion has some property if the function $t \mapsto B_t$ has that property almost surely. So, run a Brownian motion, and with probability 1 you will get a function with all these weird properties.

A Brownian motion sample path.

These are about the most bizarrely behaved continuous functions on $\mathbb{R}^+$ that you can think of. They are nowhere differentiable, have unbounded variation, attain local maxima and minima in every interval... Many, many papers and books have been written about their strange properties.

Edit: As commented, I should clarify the term "sample path". Brownian motion is a stochastic process $B_t$. We say a sample path of Brownian motion has some property if the function $t \mapsto B_t$ has that property almost surely. So, run a Brownian motion, and with probability 1 you will get a function with all these weird properties.

A Brownian motion sample path.

These are about the most bizzarely behaved continuous functions on $\mathbb{R}^+$ that you can think of. They are nowhere differentiable, have unbounded variation, attain local maxima and minima in every interval... Many, many papers and books have been written about their strange properties.

A Brownian motion sample path.

These are about the most bizzarely behaved continuous functions on $\mathbb{R}^+$ that you can think of. They are nowhere differentiable, have unbounded variation, attain local maxima and minima in every interval... Many, many papers and books have been written about their strange properties.

Edit: As commented, I should clarify the term "sample path". Brownian motion is a stochastic process $B_t$. We say a sample path of Brownian motion has some property if the function $t \mapsto B_t$ has that property almost surely. So, run a Brownian motion, and with probability 1 you will get a function with all these weird properties.