On convex hull of d-dimensional fractional Brownian motion
Probability
2011-05-31 v1
Abstract
It is well known that for standard Brownian motion with values in its convex hull with probability 1 contains 0 as an interior point for each (see \cite{E}). The aim of this note is to state the analoguos property for -dimensional fractional Brownian motion.
Keywords
Cite
@article{arxiv.1105.6018,
title = {On convex hull of d-dimensional fractional Brownian motion},
author = {Youri Davydov},
journal= {arXiv preprint arXiv:1105.6018},
year = {2011}
}