Game-theoretic versions of strong law of large numbers for unbounded variables (Q5421592)
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scientific article; zbMATH DE number 5204507
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English | 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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