Game-theoretic Brownian motion
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Publication:6208059
arXiv0801.1309MaRDI QIDQ6208059FDOQ6208059
Authors: Vladimir Vovk 
Publication date: 8 January 2008
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.
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