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Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information''

Rainer, Catherine; Cardaliaguet, Pierre (2013), Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information'', Applied Mathematics and Optimization, 68, 1, p. 75-84. http://dx.doi.org/10.1007/s00245-013-9198-0

Type
Article accepté pour publication ou publié
Date
2013
Journal name
Applied Mathematics and Optimization
Volume
68
Number
1
Publisher
Springer
Pages
75-84
Publication identifier
Metadata
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Author(s)
Rainer, Catherine
Cardaliaguet, Pierre
Abstract (EN)
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].
Subjects / Keywords
strategies; stochastic differential games