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.
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Kuelbs, J., Ledoux, M. On Convex Limit Sets and Brownian Motion. Journal of Theoretical Probability 11, 461–492 (1998). https://doi.org/10.1023/A:1022640007525
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DOI: https://doi.org/10.1023/A:1022640007525