Relation between the white noise and the Brownian motion.

321 Views Asked by At

I am confused about the relation between the white noise and Brownian motion.

The white nose $W(t)$ is formally regarded as the derivative of a Brownian motion B(t), i.e. $W(t) = dB(t)/dt$. However, the Brownian motion $B(t)$ is nowhere differentiable.

Is there any interpretation for these conflicting statements.