Multidimensional Backward Stochastic Riccati Equations and Applications
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| Type of Publication: | Journal article |
| Author: | Kohlmann, Michael; Tang, Shanjian |
| Year of publication: | 2003 |
| Published in: | SIAM Journal on Control and Optimization ; 41 (2003), 6. - pp. 1696-1721. - ISSN 0363-0129. - eISSN 1095-7138 |
| DOI (citable link): | https://dx.doi.org/10.1137/S0363012900378760 |
| Subject (DDC): | 510 Mathematics |
| Bibliography of Konstanz: | Yes |
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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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