Error estimates for stochastic differential games: the adverse stopping case

Frédéric Bonnans, Stefania Maroso and Hasnaa Zidani

2004

Publication type:

Research report

Journal:

Rapport de recherche INRIA, RR-5441

BibTeX:

@techreport{Bon-Mar-Zid-2004-2,
    author={Frédéric Bonnans and Stefania Maroso and Hasnaa Zidani },
    title={Error estimates for stochastic differential games: the adverse 
           stopping case },
    year={2004 },
}