The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion
Let \(W\) and \(B\) be independent Wiener processes and \(X(t) = W(B(t))\), \(t \geq 0\). Then a.s. \[ \lim_{h \to 0} {(\log (1/h))^{3/4}\over h^{1/4}} \inf_{t \leq 1 - h} \sup_{0 \leq s \leq h} |X(t + s) - X(t)|= {\pi^{3/2}\over 2}. \]
scientific article; zbMATH DE number 803389
scientific article