%0 Journal Article
%T Nash equilibrium payoffs for stochastic differential games with reflection
%A Qian Lin
%J Mathematics
%D 2011
%I arXiv
%R 10.1051/cocv/2013051
%X In this paper, we investigate Nash equilibrium payoffs for nonzero-sum stochastic differential games with reflection. We obtain an existence theorem and a characterization theorem of Nash equilibrium payoffs for nonzero-sum stochastic differential games with nonlinear cost functionals defined by doubly controlled reflected backward stochastic differential equations.
%U http://arxiv.org/abs/1110.3896v3