44 citations · 290 across the 45 of their papers we have counts for
3 papers · 1 filter
Forward and Backward Stochastic Differential Equations with normal constraint in law
Philippe Briand, Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal +1
In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set a…
Games with incomplete information in continuous time and for continuous types
Pierre Cardaliaguet, Catherine Rainer
We consider a two-player zero-sum game with integral payoff and with incomplete information on one side, where the payoff is chosen among a continuous set of possible payoffs. We p…
On a continuous time game with incomplete information
Pierre Cardaliaguet, Catherine Rainer
For zero-sum two-player continuous-time games with integral payoff and incomplete information on one side, one shows that the optimal strategy of the informed player can be compute…