You can, but they need to be "Low ESR" or low electrostatic resistance capacitors. Common capacitors aren't as good.
Keep the wire distance to the ESC to a minimum.

Why not pot it all in epoxy to keep the water out, and the capacitors secure ? Test first, under full power for long enough to know nothing's going to fail, and then wrap in fibreglass cloth, cover with masking tape, seal one end fully and pour epoxy resin into the other end.