Pathwise strategies for stochastic differential games with an erratum to "Stochastic Differential Games with Asymmetric Information"
arXiv:1212.4634 · doi:10.1007/s00245-013-9198-0
Abstract
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].