Answer: Hollyhocks normally grow as biennials or possibly short lived perennials and thus are traditionally allowed to self sow in order to replenish their patch. As with any plant that is allowed to set seed, the seeds may in fact blow from the original planting location, but the seedlings are not difficult to pull up when they are still small.
Keep in mind, too, that a single happy, healthy, mature hollihock of one of the larger varieties can be quite huge. They prefer full sun and will lean outward away from a wall or fence in search of light. This will cause any seeds to drop further away from the base of the plant.
If you are worried about this, you could deadhead the plants routinely, but allow a few stems to set seed, watch them and when the seed is fully mature harvest it before it blows away. Then, plant the seeds where you would like to have hollyhocks grow. This would solve the problem.
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