Moment Inequalities for Functionals of the Brownian Convex Hull
Khoshnevisan, Davar
Ann. Probab., Tome 20 (1992) no. 4, p. 627-630 / Harvested from Project Euclid
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We briefly show an extension of inequalities of Burkholder and Gundy for linear Brownian motion to certain monotone functionals of the $d$-dimensional Brownian convex hull. Our results belong to a class of results that imply that Brownian hulls are much like the one-dimensional maximal process.
Publié le : 1992-04-14
Classification:  Convex hull,  Brownian motion,  BDG inequality,  60J65,  60E15,  52A22,  52A30 
@article{1176989794,
     author = {Khoshnevisan, Davar},
     title = {Moment Inequalities for Functionals of the Brownian Convex Hull},
     journal = {Ann. Probab.},
     volume = {20},
     number = {4},
     year = {1992},
     pages = { 627-630},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989794}
}

Khoshnevisan, Davar. Moment Inequalities for Functionals of the Brownian Convex Hull. Ann. Probab., Tome 20 (1992) no. 4, pp.  627-630. http://gdmltest.u-ga.fr/item/1176989794/