Title of article :
The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
Author/Authors :
Miyabe، نويسنده , , Kenshi and Takemura، نويسنده , , Akimichi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges.
Keywords :
Compliance , H?lder’s inequality , Martingale
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
