<|Text|><|120|><|87|><|881|><|255|><p>agent is not trading. If <math>\rho</math> is a.s. symmetric and uniformly positive definite in time, this term induces an exponential decay of the price deviation to zero. This reflects that, following a trade, new orders gradually replenish the order book – a phenomenon known as the resilience effect. We emphasize, however, that our results do not require <math>\rho</math> to be a.s. symmetric and uniformly positive definite in time. Instead, we impose only weaker assumptions (see, e.g., Assumption 4.3 and Remark 4.4). In particular, our framework also accommodates models where price impact exhibits self-exciting behavior. For a discussion of qualitative effects of such negative resilience in the single-asset situation, we refer to [4]. Furthermore, note that <math>\rho</math> is not necessarily diagonal, making it another potential source of cross-effects in our model.</p><|Text|><|120|><|255|><|881|><|341|><p>In addition to reaching the required terminal position <math>\xi</math>, the aim of the agent is to incur minimal costs associated with her trading activities. Let us consider the costs of a block trade at the time <math>s \in [0, T]</math> when trading according to a strategy <math>X \in \mathcal{A}^{f^v}(x, d)</math> with the associated deviation <math>D^X</math>. Observe that immediately prior to <math>s</math> we have the deviation <math>D^X(s-)</math>. By (1) the block trade <math>\Delta X(s)</math> shifts the deviation <mat