A survey of nonsymmetric Riccati equations

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QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES (2004, unknown): “For an efficient treatment of the Riccati equations (3.4)–(3.6) for d ≥ 2, we refer the reader to Freiling (2002).”
The secrecy capacity of the MIMO wiretap channel (2007, methodology): “ Finally, solutions of the Ricatti equation are given [ 3 ], in”
A multifactor volatility Heston model (2008, background): “Matrix Riccati linearization Matrix Riccati equations such as (9) have several nice properties (see, e.g., Freiling (2002)): the most remarkable property is that their flow can be linearized by doubling the dimension of the problem, due to the fact that Riccati ODE belong to a quotient manifold…”
LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING (2007, background): “For further details on RDE systems, see, for instance, Freiling (2002) and the references therein.”
Linear-Quadratic Mean Field Games (2014, background): “As a by-product, we also establish a neat and instructive sufficient condition, which is apparently absent in the literature (see [45]) and only depends on coefficients, for the unique existence of the solution for a class of nontrivial nonsymmetric Riccati equations.”