On the convex hull and winding number of self-similar processes

DOI10.1007/s10958-016-3140-3zbMath1358.60083arXiv1510.08244OpenAlexW2963873204MaRDI QIDQ503995

Youri Davydov

Publication date: 24 January 2017

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08244

zbMATH Keywords

convex hullwinding numberstandard Brownian motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Self-similar stochastic processes (60G18)

Cites Work

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• On convex hull of \(d\)-dimensional fractional Brownian motion
• Polarity of points for Gaussian random fields
• Aspects of Brownian motion
• Covariance function of vector self-similar processes
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• OPERATOR FRACTIONAL BROWNIAN MOTION AS LIMIT OF POLYGONAL LINES PROCESSES IN HILBERT SPACE
• On the Hausdorff dimension of Brownian cone points
• Recent Developments on Fractal Properties of Gaussian Random Fields

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