Game-theoretic Brownian motion

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dc.creatorVovk, Vladimir
dc.date2008-01-08
dc.date.accessioned2026-07-07T08:53:20Z
dc.date.available2026-07-07T08:53:20Z
dc.descriptionThis paper suggests a perfect-information game, along the lines of Levy's characterization of Brownian motion, that formalizes the process of Brownian motion in game-theoretic probability. This is perhaps the simplest situation where probability emerges in a non-stochastic environment.
dc.description17 pages
dc.identifierhttps://arxiv.org/abs/0801.1309
dc.identifierhttp://arxiv.org/abs/0801.1309
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145587
dc.subjectProbability
dc.subject60G05; 60G44
dc.titleGame-theoretic Brownian motion
dc.typetext

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