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

dc.contributor.author	Rainer, Catherine
dc.contributor.author	Cardaliaguet, Pierre
dc.date.accessioned	2013-01-07T08:55:19Z
dc.date.available	2013-01-07T08:55:19Z
dc.date.issued	2013
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/10782
dc.description	working paper : http://hal.archives-ouvertes.fr/hal-00766454
dc.language.iso	en	en
dc.subject	strategies	en
dc.subject	stochastic differential games	en
dc.subject.ddc	519	en
dc.title	Pathwise strategies for stochastic differential games with an erratum to ''Stochastic Differential Games with Asymmetric Information''	en
dc.type	Article accepté pour publication ou publié
dc.contributor.editoruniversityother	Laboratoire de Mathématiques de Bretagne Atlantique (UMR 6205) (LMBA) Université de Bretagne Occidentale - Brest – Université de Bretagne Sud;France
dc.description.abstracten	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].	en
dc.relation.isversionofjnlname	Applied Mathematics and Optimization
dc.relation.isversionofjnlvol	68
dc.relation.isversionofjnlissue	1
dc.relation.isversionofjnldate	2013
dc.relation.isversionofjnlpages	75-84
dc.relation.isversionofdoi	http://dx.doi.org/10.1007/s00245-013-9198-0
dc.relation.isversionofjnlpublisher	Springer
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.description.submitted	non	en

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