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

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Date
2013
Notes
working paper : http://hal.archives-ouvertes.fr/hal-00766454
Dewey
Probabilités et mathématiques appliquées
Sujet
strategies; stochastic differential games
Journal issue
Applied Mathematics and Optimization
Volume
68
Number
1
Publication date
2013
Article pages
75-84
Publisher
Springer
DOI
http://dx.doi.org/10.1007/s00245-013-9198-0
URI
https://basepub.dauphine.fr/handle/123456789/10782
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Author
Rainer, Catherine
Cardaliaguet, Pierre
Type
Article accepté pour publication ou publié
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].