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

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

Akimichi Takemura, Kei Takeuchi, Masayuki Kumon

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 theorem; Marcinkiewicz-Zygmund strong law; call option; Borel-Cantelli Lemma; Doob's upcrossing Lemma; Kronecker's Lemma

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60F15: Strong limit theorems

91A40: Other game-theoretic models

91G10: Portfolio theory

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