博弈论和测度论概率之间的对偶的另一个例子
Another example of duality between game-theoretic and measure-theoretic probability
摘要：
本文在价格路径连续的情况下，向超套期保值对偶关系的非随机形式迈出了一小步，即证明了对于较低的连续正泛函，博弈论和测度论的期望是一致的.我们认为一个新的广泛的定义博弈论概率，留下较旧的较窄的定义为未来的工作。
英文摘要：
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
