Capacitors won't keep the current up. The only thing they will do is allow for a lower voltage drop because the impedence of a capacitor is 1/(j*2*pi*frequency*capacitance). Any voltage drop on a DC power source (aka the BEC to your receiver) will look like a high frequency signal will flow through the capacitor because it will see the capacitor as a lower impedence then the BEC voltage supplied to the receiver. This is similar to the capacitors on power supplies for audio amps or computers just another application for it.

http://en.wikipedia.org/wiki/Capacitor

Wiki can explain it better with diagrams and pictures.