Shifted Brownian Fluctuation Game
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This article analyzes the behavior of a Brownian fluctuation process under a mixed strategic game setup. A variant of a compound Brownian motion has been newly proposed as called Sifted Brownian Fluctuation Process to predict turning points of a stochastic process. The Shifted Brownian Fluctuation Game has been constructed based this new process to find the optimal moment of actions. Analytically tractable results are obtained by using the fluctuation theory and the mixed strategy game theory.
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