2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/125165We investigate a two-player zero-sum stochastic differential game in which the players have an asymmetric information on the random payoff. We prove that the game has a value and characterize this value in terms of dual solutions of some second order Hamilton-Jacobi equation.Optimization and Control49N70; 49L25; 91A23text