Pathwise Strategies for Stochastic Differential Games with an Erratum to “Stochastic Differential Games with Asymmetric Information”.

< Back to ILB Patrimony
Authors
  • CARDALIAGUET P.
  • RAINER C.
Publication date
2013
Publication type
Journal Article
Summary We introduce a new notion of pathwise strategies for stochastic differential games. This allows us to give a correct meaning to some statement asserted in [Cardaliaguet-Rainer 2009].
Publisher
Springer Science and Business Media LLC
See the publication
Topics of the publication
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr