Game-theoretic Brownian motion. / Vovk, Vladimir.

2008.

Research output: Working paper

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Game-theoretic Brownian motion. / Vovk, Vladimir.

2008.

Research output: Working paper

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@techreport{55990b2da5dc493bba1cad8f1fe0a2a7,
title = "Game-theoretic Brownian motion",
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.",
keywords = "game-theoretic probability, Brownian motion",
author = "Vladimir Vovk",
year = "2008",
month = jan,
day = "8",
language = "English",
type = "WorkingPaper",

}

RIS

TY - UNPB

T1 - Game-theoretic Brownian motion

AU - Vovk, Vladimir

PY - 2008/1/8

Y1 - 2008/1/8

N2 - 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.

AB - 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.

KW - game-theoretic probability

KW - Brownian motion

M3 - Working paper

BT - Game-theoretic Brownian motion

ER -