On the convex hull and winding number of self-similar processes
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Publication:503995
DOI10.1007/s10958-016-3140-3zbMath1358.60083arXiv1510.08244OpenAlexW2963873204MaRDI QIDQ503995
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
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Self-similar stochastic processes (60G18)
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