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This paper establishes a non-stochastic analogue of the celebrated result by Dubins and Schwarz about reduction of continuous martingales to Brownian motion via time change. We consider an idealized financial security with continuous price path, without making any stochastic assumptions. It is shown that typical price paths possess quadratic variation, where "typical" is understood in the following game-theoretic sense: there exists a trading strategy that earns infinite capital without risking more than one monetary unit if the process of quadratic variation does not exist. Replacing time by the quadratic variation process, we show that the price path becomes Brownian motion. This is essentially the same conclusion as in the Dubins-Schwarz result, except that the probabilities (constituting the Wiener measure) emerge instead of being postulated. We also give an elegant statement, inspired by Peter McCullagh's unpublished work, of this result in terms of game-theoretic probability theory.

The interpretation of the squared norm as probability and the apparent stochastic nature of observation in quantum mechanics are derived from the strong law of large numbers and the algebraic properties of infinite sequences of simultaneous quantum observables. It is argued that this result validates the many-worlds view of quantum reality.

Helical and helicoidal precipitation patterns emerging in the wake of reaction-diffusion fronts are studied. In our experiments, these chiral structures arise with well-defined probabilities P_H controlled by conditions such as e.g., the initial concentration of the reagents. We develop a model which describes the observed experimental trends. The results suggest that P_H is determined by a delicate interplay among the time and length scales related to the front and to the unstable precipitation modes and, furthermore, the noise amplitude also plays a quantifiable role.

Helical and helicoidal precipitation patterns emerging in the wake of reaction-diffusion fronts are studied. In our experiments, these chiral structures arise with well-defined probabilities P_H controlled by conditions such as e.g., the initial concentration of the reagents. We develop a model which describes the observed experimental trends. The results suggest that P_H is determined by a delicate interplay among the time and length scales related to the front and to the unstable precipitation modes and, furthermore, the noise amplitude also plays a quantifiable role.

The hidden-variables premise is shown to be equivalent to the existence of generic filters for algebras of commuting propositions and for certain more general propositional systems. The significance of this equivalence is interpreted in light of the theory of generic filters and boolean-valued models in set theory (the method of forcing). The apparent stochastic nature of quantum observation is derived for these hidden-variables models.