Game-theoretic Brownian motion. / Vovk, Vladimir.


Research output: Working paper



  • pdf

    218 KB, PDF document


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
This open access research output is licenced under a Creative Commons Attribution-NonCommercial-NoDerivs 3.0 Unported License.

ID: 365082