  We introduce the (path-valued) Brownian frame process whose evaluation at
time t is the sample path of the underlying Brownian motion run from time t-1
to t. Due to its connections with Gaussian Volterra processes and SDDEs this is
an interesting object to study. The first part deals with path-wise properties
of the Brownian frame process in the p-variation norm. The second part shows
the non-existence of a Levy area random variable in a particular norm,
revealing the difficulty in establishing a Rough Path integration theory for
the Brownian Frame process.
