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math.PR2021
A note on "Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions"
Guangdong Jing, Penghui Wang
The eigenvalue problem of stochastic Hamiltonian systems with boundary conditions was studied by Peng \cite{peng} in 2000. For one-dimensional case, denoting by $\{λ_n\}_{n=1}^{\in…
math.PR2021
Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application
Guangdong Jing, Penghui Wang
In this paper we solve the eigenvalue problem of stochastic Hamiltonian system with boundary conditions. Firstly, we extend the results in S. Peng \cite{peng} from time-invariant c…