A note on ``Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions

DOI10.5802/CRMATH.103zbMath1466.34075arXiv2101.00894OpenAlexW3133897984MaRDI QIDQ2656167

Guangdong Jing, Penghui Wang

Publication date: 10 March 2021

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.00894

zbMATH Keywords

Hamiltonian systemsstochastic ordinary differential equationsestimation of eigenvalues

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Eigenvalues, estimation of eigenvalues, upper and lower bounds of ordinary differential operators (34L15)

Related Items (1)

Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application

Cites Work

• Solving forward-backward stochastic differential equations explicitly -- a four step scheme
• Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions
• Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
• Solution of forward-backward stochastic differential equations
• On well-posedness of forward-backward SDEs -- a unified approach
• Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

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