Intransitive sets of random variables, boundaries with Markov moments

MaRDI QIDQ6586997zbMATH OpenFDO

Authors Alekseĭ A. Kovalchuk

Publication date 13 August 2024

Published in Matematicheskaya Teoriya Igr i eë Prilozheniya (Search for Journal in Brave)

zbMATH Keywords

Doob's stopping theoremintransitivitystock market

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Financial markets (91G15)

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• Max-Min Probabilities in the Voting Paradox

Cited in

(1)

• Three-dimensional polynomial copula and stochastic nontransitivity

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