Recent Advances in Backward Stochastic Riccati Equations and Their Applications
نویسندگان
چکیده
The following backward stochastic Riccati di erential equation (BSRDE in short) 8>>>>><>>>>>>>>>>>: dK = [AK +KA+ d X i=1 C 0 iKCi +Q+ d X i=1 (C 0 iLi + LiCi)
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