Another example of duality between game-theoretic and measure-theoretic probability

Vladimir Vovk

Papers from arXiv.org

Abstract: This paper makes a small step towards a non-stochastic version of superhedging duality relations in the case of one traded security with a continuous price path. Namely, we prove the coincidence of game-theoretic and measure-theoretic expectation for lower semicontinuous positive functionals. We consider a new broad definition of game-theoretic probability, leaving the older narrower definitions for future work.

Date: 2016-08
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Citations: View citations in EconPapers (4)

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