Error estimates for stochastic differential game: the adverse stopping case

Frédéric Bonnans 1 Stefania Maroso 1 Hasnaa Zidani 1
1 OC - Optimisation et commande
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https://hal-ensta-paris.archives-ouvertes.fr//hal-00979003
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Submitted on : Tuesday, April 15, 2014 - 10:34:37 AM
Last modification on : Wednesday, July 3, 2019 - 10:48:04 AM

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Frédéric Bonnans, Stefania Maroso, Hasnaa Zidani. Error estimates for stochastic differential game: the adverse stopping case. IMA Journal of Numerical Analysis, Oxford University Press (OUP), 2006, 28, pp.188-212. ⟨10.1093/imanum/dri034⟩. ⟨hal-00979003⟩

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