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"On the Backward Stochastic Riccati Equation in Infinite Dimensions."
Giuseppina Guatteri, Gianmario Tessitore (2005)
- Giuseppina Guatteri, Gianmario Tessitore:
On the Backward Stochastic Riccati Equation in Infinite Dimensions. SIAM J. Control. Optim. 44(1): 159-194 (2005)
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