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Multidimensional Backward Stochastic Riccati Equations and Applications

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KOHLMANN, Michael, Shanjian TANG, 2003. Multidimensional Backward Stochastic Riccati Equations and Applications. In: SIAM Journal on Control and Optimization. 41(6), pp. 1696-1721. ISSN 0363-0129. eISSN 1095-7138. Available under: doi: 10.1137/S0363012900378760

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