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arXiv · 1212.4634

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

Pierre Cardaliaguet·Rainer Catherine
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Abstract

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].

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Pierre Cardaliaguet, Rainer Catherine. 2012-12-19. Pathwise strategies for stochastic differential games with an erratum to "Stochastic Differential Games with Asymmetric Information". https://doi.org/10.1007/s00245-013-9198-0

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