arXiv Open Access 2012

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

Pierre Cardaliaguet Rainer Catherine

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Abstrak

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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math.OC

Penulis (2)

Pierre Cardaliaguet

Rainer Catherine

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Cardaliaguet, P., Catherine, R. (2012). Pathwise strategies for stochastic differential games with an erratum to "Stochastic Differential Games with Asymmetric Information". https://arxiv.org/abs/1212.4634

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Informasi Jurnal

Tahun Terbit: 2012
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓