[FAM-news] reminder, this week's seminars

[Sandra Trenovatz]

Wednesday, 14.02.2007,
11:00, seminar room 107  (different day and time!)

Catherine Rainer (Université de Brest, France)

Stochastic differential games with asymmetric information

We investigate a two-player zero-sum stochastic differential game in
which the players have an asymmetric information on the random payoff.
We prove that the game has a value and characterize this value in terms
of dual solutions of some second order Hamilton-Jacobi equation.