On convex hull and winding number of self similar processes

preprint2015arXivOpen access

Abstract

It is well known that for a standard Brownian motion (BM) {B(t),  t≥0} \{B(t), \;t \geq 0\} with values in Rd\mathbb{R}^d, its convex hull $ V(t)=\conv \{\{\,B(s),\;s \leq t \}$ with probability 11 for each t>0t > 0 contains 00 as an interior point (see Evans (1985)). We also know that the winding number of a typical path of a 22-dimensional BM is equal to +∞.+\infty. The aim of this article is to show that these properties aren't specifically "Brownian", but hold for a much larger class of dd-dimensional self similar processes. This class contains in particular dd-dimensional fractional Brownian motions and (concerning convex hulls) strictly stable Levy processes.

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