On the strategic origin of Brownian motion in finance

Bernard De Meyer, Hadiza Moussa Saley. On the strategic origin of Brownian motion in finance. Int. J. Game Theory, 31(2):285-319, 2003. [doi]

@article{MeyerS03-0,
  title = {On the strategic origin of Brownian motion in finance},
  author = {Bernard De Meyer and Hadiza Moussa Saley},
  year = {2003},
  doi = {10.1007/s001820200120},
  url = {http://dx.doi.org/10.1007/s001820200120},
  researchr = {https://researchr.org/publication/MeyerS03-0},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Game Theory},
  volume = {31},
  number = {2},
  pages = {285-319},
}