Skip to main content
1 of 3
Yuri Bakhtin
  • 3.1k
  • 20
  • 18

A typical realization of $W_1(s)+W_2(t)$, where $W_1$ and $W_2$ are standard independent Wiener processes, defines a function with requested properties.

Of course, there are simpler examples.

Yuri Bakhtin
  • 3.1k
  • 20
  • 18