On convex hull and winding number of self similar processes

Youri Davydov

It is well known that for a standard Brownian motion (BM) $\{B(t),t\ge 0\}$ with values in ${\mathbb{R}}^d$, its convex hull $ V(t)=\conv \{\{\,B(s),\;s \leq t \}$ with probabi…