Game-theoretic versions of strong law of large numbers for unbounded variables

DOI10.1080/17442500701323023zbMath1183.60013arXivmath/0603184OpenAlexW1966215046MaRDI QIDQ5421592

Kei Takeuchi, Masayuki Kumon, Akimichi Takemura

Publication date: 24 October 2007

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603184

zbMATH Keywords

martingale convergence theoremMarcinkiewicz-Zygmund strong lawcall optionBorel-Cantelli LemmaDoob's upcrossing LemmaKronecker's Lemma

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Other game-theoretic models (91A40) Portfolio theory (91G10)

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Cites Work

• The sources of Kolmogorov's \textit{Grundbegriffe}
• Probability and Finance
• Probability with Martingales
• Probability: A Graduate Course
• Good Randomized Sequential Probability Forecasting is Always Possible
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