News
19 Mar 2013, Accepted
25 Aug 2012, Submitted to a Journal
Title
The law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges
(with Akimichi Takemura)
Type
Fullpaper
Journal
Stochastic Processes and their Applications, 123, 3132-3152, 2013.
Abstract
We prove both the validity and the sharpness of the law of the iter- ated logarithm in game-theoretic probability with quadratic and stronger hedges.