  In the present paper we investigate the problem of the existence of a value
for differential games without Isaacs condition. For this we introduce a
suitable concept of mixed strategies along a partition of the time interval,
which are associated with classical nonanticipative strategies (with delay).
Imposing on the underlying controls for both players a conditional independence
property, we obtain the existence of the value in mixed strategies as the limit
of the lower as well as of the upper value functions along a sequence of
partitions which mesh tends to zero. Moreover, we characterize this value in
mixed strategies as the unique viscosity solution of the corresponding
Hamilton-Jacobi-Isaacs equation.
