Vovk, Vladimir (2008) Game-theoretic Brownian motion.
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This 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.
This is a Submitted version This version's date is: 8/1/2008 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/02002eb2-0bfb-9c11-8a5e-7ffec2fdc64d/8/
Deposited by Research Information System (atira) on 18-Nov-2014 in Royal Holloway Research Online.Last modified on 18-Nov-2014