Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Zero-Sum Stochastic Differential Games   We generalize the results of Fleming and Souganidis (1989) on zero sum
stochastic differential games to the case when the controls are unbounded. We
do this by proving a dynamic programming principle using a covering argument
instead of relying on a discrete approximation (which is used along with a
comparison principle by Fleming and Souganidis). Also, in contrast with Fleming
and Souganidis, we define our pay-off through a doubly reflected backward
stochastic differential equation. The value function (in the degenerate case of
a single controller) is closely related to the second order doubly reflected
BSDEs.

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The categories of this paper are: alg-geom
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The categories of this paper are: stat
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The categories of this paper are: hep-th
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The categories of this paper are: nucl-th
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The categories of this paper are: nucl-ex
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The categories of this paper are: mtrl-th
3
The categories of this paper are: physics
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The categories of this paper are: solv-int
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The categories of this paper are: dg-ga
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The categories of this paper are: ao-sci
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The categories of this paper are: adap-org
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The categories of this paper are: cmp-lg
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The categories of this paper are: funct-an
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The categories of this paper are: eess
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The categories of this paper are: plasm-ph
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The categories of this paper are: hep-lat