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Article summary:
1. This paper studies the multidimensional case of backward stochastic Riccati differential equations (BSRDEs) driven by Brownian motions.
2. The authors prove a closeness property for solutions of BSRDEs with respect to their coefficients, and use this to obtain the existence of a global adapted solution to some BSRDEs.
3. The paper also provides applications in optimal stochastic control.
Article analysis:
The article is generally reliable and trustworthy, as it provides a detailed analysis of the multidimensional case of backward stochastic Riccati differential equations (BSRDEs). The authors provide evidence for their claims through rigorous mathematical proofs and provide applications in optimal stochastic control. Furthermore, they cite relevant sources throughout the article, which adds to its credibility.
However, there are some potential biases that should be noted. For example, the authors focus mainly on the theoretical aspects of BSRDEs and do not explore any practical implications or applications in detail. Additionally, they do not discuss any possible risks associated with using BSRDEs or any unexplored counterarguments that could be made against them. Furthermore, they do not present both sides equally when discussing certain topics such as the existence and uniqueness question of global adapted solutions for BSRDEs.
In conclusion, while this article is generally reliable and trustworthy, there are some potential biases that should be noted when reading it.