Game-theoretic Brownian motion

Vladimir Vovk

Game-theoretic Brownian motion

Vladimir Vovk

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 language	English
Number of pages	17
Publication status	Published - 8 Jan 2008

Keywords

game-theoretic probability
Brownian motion

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