On the independence of the value function for stochastic differential games of the probability space
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Publication:744245
DOI10.1016/j.spa.2014.07.021zbMath1307.91033arXiv1404.2972OpenAlexW2024427137MaRDI QIDQ744245
Publication date: 6 October 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.2972
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic games, stochastic differential games (91A15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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