Abstract
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.
Citation
Davar Khoshnevisan. "Moment Inequalities for Functionals of the Brownian Convex Hull." Ann. Probab. 20 (2) 627 - 630, April, 1992. https://doi.org/10.1214/aop/1176989794
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