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On Convex Limit Sets and Brownian Motion

J. Kuelbs and M. Ledoux

Journal of Theoretical Probability, 1998, vol. 11, issue 2, 461-492

Abstract: Abstract We prove limsup results for nonnegative functionals of convex sets determined by normalized Brownian paths in Banach spaces. This continues the interesting investigation of D. Khoshnevisan into this area, and relates to some classical unsolved isoperimetric problems for the convex hull of curves in ∝d. Section 4 contains the solution of a problem similar to these classical problems.

Keywords: Brownian motion; Brownian sheet; convex hull for curves in ∝d; extended convex hulls; law of the iterated logarithm in Banach spaces (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022640007525

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