Police are appealing for witnesses to the incident to come forward.
Although the woman has not yet been formally identified, her next of kin have been informed.
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The 300-year-old instrument, a Matteo Goffriller 1700 in a dark red case, was taken on Friday.
The London mayor's uncompromising message was delivered in a speech close to EU headquarters in Brussels.
The Marsh & Parsons poster - captioned "a charming period property with a modern extension" - soon prompted criticism.