  We consider a zero-sum stochastic differential game over elementary mixed
feed-back strategies. These are strategies based only on the knowledge of the
past state, randomized continuously in time from a sampling distribution which
is kept constant in between some stopping rules. Once both players choose such
strategies, the state equation admits a unique solution in the sense of the
martingale problem of Stroock and Varadhan. We show that the game defined over
martingale solutions has a value, which is the unique continuous viscosity
solution of the randomized Isaacs equation.
