# Coherence For Discontinuous Price Processes

This question belongs to continuous-time game-theoretic probability. The sample space is the set of all positive right-continuous functions of time.

- Let be the set of all non-constant functions in with variation index 2. Is it true that the upper probability of is strictly positive? equal to 1?

### Bibliography

- Vladimir Vovk. Rough paths in idealized financial markets. arXiv technical report, May 2010.