On convex hull and winding number of self-similar processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 154-162 Cet article a éte moissonné depuis la source Math-Net.Ru

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It is well known that for a standard Brownian motion (BM) $\{B(t),\ t\geq0\}$ with values in $\mathbf R^d$, its convex hull $V(t)=\mathrm{conv}\{B(s),\ s\leq t\}$ with probability $1$ for each $t>0$ contains $0$ as an interior point (see Evans [3]). We also know that the winding number of a typical path of a two-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 $d$-dimensional self-similar processes. This class contains in particular $d$-dimensional fractional Brownian motions and (concerning convex hulls) strictly stable Lévy processes.
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Yu. Davydov. On convex hull and winding number of self-similar processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 22, Tome 441 (2015), pp. 154-162. http://geodesic.mathdoc.fr/item/ZNSL_2015_441_a9/

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