Nash equilibria for nonzero-sum ergodic stochastic differential games

We consider nonzero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of ergodic backward stochastic differential equations, and prove the existence of a Nash equilibrium under generalised Isaac's conditions. We also study the case of interacting players of different type.

Physical measures of discretizations of generic diffeomorphisms

What is the ergodic behaviour of numerically computed segments of orbits of a diffeomorphism? In this paper, we try to answer this question for a generic conservative $C^{1}$-diffeomorphism and segments of orbits of Baire-generic points. The numerical truncation is modelled by a spatial discretization. Our main result states that the uniform measures on the computed segments of orbits, starting from a generic point, accumulate on the whole set of measures that are invariant under the diffeomorphism. In particular, unlike what could be expected naively, such numerical experiments do not see the physical measures (or, more precisely, cannot distinguish physical measures from the other invariant measures).