Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions

DOI10.1186/s13661-017-0896-4zbMath1382.34026OpenAlexW2767288780WikidataQ59527406 ScholiaQ59527406MaRDI QIDQ1678076

Haiyang Wang, Zhen Wu

Publication date: 14 November 2017

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13661-017-0896-4

zbMATH Keywords

Riccati equationsPoisson processeigenvalues and eigenfunctionsdual transformationstochastic Hamiltonian systemsstatistic periodicity

Mathematics Subject Classification ID

Related Items (4)

A note on ``Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions ⋮ Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application ⋮ Pareto-optimal reinsurance revisited: a two-stage optimisation procedure approach ⋮ Existence and multiplicity of solutions for second-order Hamiltonian systems satisfying generalized periodic boundary value conditions at resonance

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