Abstract
It is well known that for standard Brownian motion { B ( t ) , t ≥ 0 } with values in R d its convex hull V ( t ) = conv { B ( s ) , s ≤ t } with probability 1 contains 0 as an interior point for each t > 0 (see Evans, 1985). The aim of this note is to state the analogous property for d -dimensional fractional Brownian motion.
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