Game-theoretic Brownian motion

Research output: Working paper

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Abstract

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.
Original languageEnglish
Number of pages17
Publication statusPublished - 8 Jan 2008

Keywords

  • game-theoretic probability
  • Brownian motion

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