Josa-Fombellida, RicardoRincón-Zapatero, Juan PabloUniversidad Carlos III de Madrid. Departamento de Economía2008-12-042008-12-042008-112340-5031https://hdl.handle.net/10016/3242This paper gives a new method to characterize Markov Perfect Nash Equilibrium in stochastic differential games by means of a set of Generalized Euler Equations. Necessary and sufficient conditions are given.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaStochastic differential gamesDynamic programmingHamilton–Jacobi–Bellman equationSemilinear parabolic equationStochastic productive assetsMarkov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations Systemworking paperC61C73E21Economíaopen accesswe086731