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Title: Pathwise Strategies for Stochastic Differential Games with an Erratum to 'Stochastic Differential Games with Asymmetric Information'

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 and Rainer (Appl. Math. Optim. 59: 1-36, 2009)
Authors:
 [1] ;  [2]
  1. Universite Paris-Dauphine, Ceremade (France)
  2. Universite de Bretagne Occidentale (France)
Publication Date:
OSTI Identifier:
22122870
Resource Type:
Journal Article
Resource Relation:
Journal Name: Applied Mathematics and Optimization; Journal Volume: 68; Journal Issue: 1; Other Information: Copyright (c) 2013 Springer Science+Business Media New York; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; ASYMMETRY; GAME THEORY; STOCHASTIC PROCESSES