Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (Q6099157)
From MaRDI portal
scientific article; zbMATH DE number 7697824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application |
scientific article; zbMATH DE number 7697824 |
Statements
Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (English)
0 references
19 June 2023
0 references
eigenvalue problem
0 references
forward-backward SDE
0 references
stochastic Hamiltonian system
0 references
statistic period
0 references
method of decoupling
0 references
Riccati equation
0 references
0 references
0 references
0 references
0 references
0 references
