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