Flat points of two-dimensional Brownian motion

Summary SupposeZ(·) is a two-dimensional Brownian motion. It is shown that a.s. there existt ₀ and >0 such thatZ(t ₀) is an extremal point of the convex hull of {Z(t)|t ₀–tt₀} and also an extremal point of the convex hull of {Z(t)|t ₀tt₀+} and, moreover, the tangent lines to the convex hulls atZ(t ₀) form a non-zero angle.The result is related to the following unsolved problem of S.J. Taylor. Do there exist a.s.t ₀ and >0 such that the intersection of the convex hulls of {Z(t)|t ₀–tt₀} and {Z(t)|t ₀tt₀+} contains onlyZ(t ₀)?This research was partially supported by Grant-in-Aid for Scientific Research (No. 400101540202), Ministry of Education, Science and Culture