The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
| Year of publication: |
2013
|
|---|---|
| Authors: | Miyabe, Kenshi ; Takemura, Akimichi |
| Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 8, p. 3132-3152
|
| Publisher: |
Elsevier |
| Subject: | Compliance | Hölder’s inequality | Martingale |