  We construct an approximate public-signal correlated equilibrium for a
nonzero-sum differential game in the class of stochastic strategies with
memory. The construction is based on a solution of an auxiliary nonzero-sum
continuous-time stochastic game. This class of games includes stochastic
differential games and continuous-time Markov games. Moreover, we study the
limit of approximate equilibrium outcomes in the case when the auxiliary
stochastic games tend to the original deterministic one. We show that it lies
in the convex hull of the set of equilibrium values provided by deterministic
punishment strategies.
