(1) CEREMADE, University of Paris Dauphine, France;(2) CNES, Paris, France;(3) Institüt für Angewandte Mathematik, Universität Bonn, Bonn, Germany
Abstract:
The objective of this paper is to present a useful application of the theory of regularity of systems of nonlinear partial differential equations to the solution of stochastic differential games with N players. It is particularly interesting to notice that the structure of games fits perfectly with what is requested to prove the regularity property which is needed.