Error estimates for stochastic differential game: the adverse stopping case

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Submitted on : Tuesday, April 15, 2014 - 10:34:37 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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