Oh a game connected with a Wiener process

In this paper, the following zero-sum game is considered. Two persons are observing a trajectory of a Wiener process in a bounded closed region $E$ with absorbing boundary in a Euclidean $n$-space. One of the players may interrupt the process in a closed region $E_1$ the other in $E_2$. If the process is stopped in a point $x$, then the first player pays to the second one payment $g(x)$. The existence of the payoff function and minimax strategies is proved.