Before revision: On a filtered probability space (\Omega,\mathcal{F,P,F=(F_t)_{0\leq t\leq T}), we consider stopper-stopper games } C:=\inf_{\Rho\tau\in\T} and C:=\sup_{\Tau\rho\in\T} in continuous time , where U(s,t) is \mathcal{F_{s\vee t}-measurable (this is the new feature of our stopping game ), } is the set of stopping times, and , : \mapsto satisfy certain non-anticipativity conditions.
After revision: On a filtered probability space (\Omega,\mathcal{F,P,F=(F_t)_{0\leq t\leq T}), we consider stopper-stopper games } \tau\in\T} and C:=\sup_{\Tau\rho\in\T} in continuous time , where U(s,t) is \mathcal{F_{s\vee t}-measurable (this is the new feature of our stopping game ), } is the set of stopping times, and , : \mapsto satisfy certain non-anticipativity conditions.