MOMENT INEQUALITIES FOR FUNCTIONALS OF THE BROWNIAN CONVEX-HULL

• 成果类型: Article
• 署名作者: KHOSHNEVISAN, D
• 署名单位: Massachusetts Institute of Technology (MIT)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989794
• 发表日期: 1992
• 页码: 627-630
• 关键词: motion

摘要

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.