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Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications
René Aïd, Matteo Basei, Giorgia Callegaro, Luciano Campi and Tiziano Vargiolu Mathematics of Operations Research 45(1) 205 (2020) https://doi.org/10.1287/moor.2019.0989
Zero-Sum Stochastic Differential Game in Finite Horizon Involving Impulse Controls