Lerche, Hans Rudolf; Stich, Dominik - In: Statistics & Risk Modeling 30 (2013) 2, pp. 169-180
Abstract In this paper we give sufficient conditions for solving two-person zero sum stopping games. These are games where the strategy set of the two players are stopping times of a diffusion X . Our method is based on the study of harmonic functions for the diffusion and it is similar to the...