The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges

作者：Miyabe Kenshi; Takemura Akimichi^*

来源：Stochastic Processes and Their Applications, 2013, 123(8): 3132-3152.

DOI：10.1016/j.spa.2013.03.018

• Compliance
• Holder's inequality
• Martingale

We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges.

• 出版日期2013-8