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

@article{Kohlmann2003Multi-25772, title={Multidimensional Backward Stochastic Riccati Equations and Applications}, year={2003}, doi={10.1137/S0363012900378760}, 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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