Game-theoretic versions of strong law of large numbers for unbounded variables (Q5421592): Difference between revisions

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Latest revision as of 11:50, 27 June 2024

scientific article; zbMATH DE number 5204507
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Game-theoretic versions of strong law of large numbers for unbounded variables
scientific article; zbMATH DE number 5204507

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    Game-theoretic versions of strong law of large numbers for unbounded variables (English)
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    24 October 2007
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    Borel-Cantelli Lemma
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    call option
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    Doob's upcrossing Lemma
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    Kronecker's Lemma
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    Marcinkiewicz-Zygmund strong law
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    martingale convergence theorem
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