  We consider a stochastic game-theoretic model of an investment market in
continuous time with short-lived assets and study strategies, called survival,
which guarantee that the relative wealth of an investor who uses such a
strategy remains bounded away from zero. The main results consist in obtaining
a sufficient condition for a strategy to be survival and showing that all
survival strategies are asymptotically close to each other. It is also proved
that a survival strategy allows an investor to accumulate wealth in a certain
sense faster than competitors.
