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Liding Yao
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Does the composition of two nowhere differentiable function still be nowhere differentiable?

Let $f,g:\mathbb R\to\mathbb R$ be two nowhere differentiable function, that means for almost point $x_0\in\mathbb R$, the limsup $\varlimsup\limits_{x\to x_0}\frac{|f(x)-f(x_0)|}{|x-x_0|}=+\infty$. Must it be true that $f\circ g$ is still nowhere differentiable? Though it's seemingly possible that the high frequency of $g$ lays in the low frequency of $f$ and thus make the cancellation of the oscillation.

I am trying prove it through the following: Fix $x_0$, consider $I_{f,x_0}^k=\{x\in\mathbb R:|f(x)-f(x_0)|\ge k|x-x_0|\}$ be the set of point outside cone with slope $k$. Is that true that $\lim\limits_{\delta\to0}|I_{f,x_0}^k\cap[x_0-\delta,x_0+\delta]|/(2\delta)=1$? If yes then we know ''most'' of the points near $x_0$ are far away from $x_0$ and so there is no much frequency cancellation.

Liding Yao
  • 938
  • 4
  • 18