From repeated games to brownian games

Bernard De Meyer

Annales de l'I.H.P. Probabilités et statistiques (1999)

  • Volume: 35, Issue: 1, page 1-48
  • ISSN: 0246-0203

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De Meyer, Bernard. "From repeated games to brownian games." Annales de l'I.H.P. Probabilités et statistiques 35.1 (1999): 1-48. <http://eudml.org/doc/77622>.

@article{DeMeyer1999,
author = {De Meyer, Bernard},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {convergence rate; Brownian motion},
language = {eng},
number = {1},
pages = {1-48},
publisher = {Gauthier-Villars},
title = {From repeated games to brownian games},
url = {http://eudml.org/doc/77622},
volume = {35},
year = {1999},
}

TY - JOUR
AU - De Meyer, Bernard
TI - From repeated games to brownian games
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1999
PB - Gauthier-Villars
VL - 35
IS - 1
SP - 1
EP - 48
LA - eng
KW - convergence rate; Brownian motion
UR - http://eudml.org/doc/77622
ER -

References

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  2. [2] P. Brémaud and M. Yor, Changes of Filtrations and of Probability Measures, Z. Wahrscheinlichkeitstheorie verw. Gebiete, 45, 1978, pp. 269-295. Zbl0415.60048MR511775
  3. [3] B. De Meyer, Vitesse de Convergence des Jeux Répétés à Information Incomplète, Thèse Doctorale, Faculté des Sciences, Université Catholique de Louvain, Louvain-la-Neuve, Belgium, 1993. 
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  15. [15] B. Revuz D. and M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin, 1994. Zbl0804.60001MR1303781
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