Published August 2013
| Version v1
Journal article
Pathwise Strategies for Stochastic Differential Games with an Erratum to "Stochastic Differential Games with Asymmetric Information"
Creators
- 1. Université Paris-Dauphine, Ceremade (France)
- 2. Université de Bretagne Occidentale (France)
Description
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)
Additional details
Identifiers
Publishing Information
- Journal Title
- Applied Mathematics and Optimization
- Journal Volume
- 68
- Journal Issue
- 1
- Journal Page Range
- p. 75-84
- ISSN
- 0095-4616
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 44078672
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- ASYMMETRY; GAME THEORY; STOCHASTIC PROCESSES
- Descriptors DEC
- MATHEMATICS; STATISTICS
Optional Information
- Copyright
- Copyright (c) 2013 Springer Science+Business Media New York
- Notes
- http://www.springer-ny.com