Catherine Rainer

Available identifiers

zbMath Open rainer.catherineMaRDI QIDQ367456

List of research outcomes

Publication	Date of Publication	Type
Absorption paths and equilibria in quitting games	2024-02-21	Paper
Guessing a Random Function and Repeated Games in Continuous Time	2023-11-25	Paper
Mean Field Games in a Stackelberg problem with an informed major player	2023-11-09	Paper
La martingale d’Azéma	2020-10-20	Paper
Solving two-state Markov games with incomplete information on one side	2020-08-27	Paper
An example of multiple mean field limits in ergodic differential games	2020-05-12	Paper
On the (In)efficiency of MFG Equilibria	2019-08-30	Paper
Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure	2018-10-31	Paper
A two-player zero-sum game where only one player observes a Brownian motion	2018-07-05	Paper
Mean-field stochastic differential equations and associated PDEs	2017-10-24	Paper
Differential games with asymmetric information and without Isaacs' condition	2017-04-27	Paper
A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides	2017-03-17	Paper
Markov games with frequent actions and incomplete information -- the limit case	2016-04-15	Paper
Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information	2013-10-21	Paper
Games with incomplete information in continuous time and for continuous types	2013-09-16	Paper
Hölder Regularity for Viscosity Solutions of Fully Nonlinear, Local or Nonlocal, Hamilton–Jacobi Equations with Superquadratic Growth in the Gradient	2011-07-22	Paper
On a Continuous-Time Game with Incomplete Information	2011-04-27	Paper
Existence of an optimal control for stochastic control systems with nonlinear cost functional	2010-08-19	Paper
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems	2010-03-12	Paper
Stochastic differential games with asymmetric information	2009-07-24	Paper
Stochastic control problems for systems driven by normal martingales	2008-04-23	Paper
Two different approaches to nonzero-sum stochastic differential games	2007-10-10	Paper
Stochastic control and compatible subsets of constraints	2005-08-03	Paper
Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games	2005-02-28	Paper
Stochastic control with exit time and constraints, application to small time attainability of sets	2004-09-22	Paper
Existence of stochastic control under state constraints	2004-03-28	Paper
Viability of moving sets for stochastic differential equation.	2004-03-02	Paper
Exact and possible viability for controlled diffusions.	2004-02-14	Paper
Backward stochastic differential equations with Azéma's martingale	2003-06-02	Paper
A note on the conservation law for continuous reflected processes and its application to queues with fluid inputs	1998-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q4892162	1997-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4892163	1997-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4311843	1994-12-01	Paper

Research outcomes over time

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