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"On the Backward Stochastic Riccati Equation in Infinite Dimensions."

Giuseppina Guatteri, Gianmario Tessitore (2005)

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DOI: 10.1137/S0363012903425507

access: closed

type: Journal Article

metadata version: 2020-07-09

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  - https://dblp.org/rec/journals/siamco/GuatteriT05
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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