Multi-dimensional backward stochastic Riccati equations, and applications

Michael Kohlmann; Shanjian Tang

Year of publication:	2000
Authors:	Kohlmann, Michael
Other Persons:	Tang, Shanjian (contributor)
Publisher:	[Konstanz] : Center of Finance and Econometrics
Subject:	backward stochastic differential equation \| Kontrolltheorie \| Control theory \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory

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