@article{Kohlmann2003Multi-25772,
  year={2003},
  doi={10.1137/S0363012900378760},
  title={Multidimensional Backward Stochastic Riccati Equations and Applications},
  number={6},
  volume={41},
  issn={0363-0129},
  journal={SIAM Journal on Control and Optimization},
  pages={1696--1721},
  author={Kohlmann, Michael and Tang, Shanjian}
}

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