The role of measurability in game-theoretic probability
论证了在连续时间博弈论概率中，对交易策略施加可测性要求是不可或缺的；放弃该要求会使交易者在非平凡价格路径的金融证券中仅冒一个货币单位的风险就能变得无限富有。
Abstract This paper argues that the requirement of measurability (imposed on trading strategies) is indispensable in continuous-time game-theoretic probability. The necessity of the requirement of measurability in measure theory is demonstrated by results such as the Banach–Tarski paradox and is inherited by measure-theoretic probability. The situation in game-theoretic probability turns out to be somewhat similar in that dropping the requirement of measurability allows a trader in a financial security with a non-trivial price path to become infinitely rich while risking only one monetary unit.