Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games

@article{Buckdahn2004NashEP,
  title={Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games},
  author={Rainer Buckdahn and Pierre Cardaliaguet and Catherine Rainer},
  journal={SIAM J. Control and Optimization},
  year={2004},
  volume={43},
  pages={624-642}
}
Existence and characterization of Nash equilibrium payoffs are proved for stochastic nonzero-sum differential games. Key-words : Nonzero-sum differential game, stochastic differential game, Nash equilibrium. A.M.S. classification : 91A23, 91A15 
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