A note on ``Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions'' (Q2656167)

In [\textit{S. Peng}, Stochastic Processes Appl. 88, No. 2, 259--290 (2000; Zbl 1045.60061)], a stochastic analogue of classical eigenvalue problem of mechanic systems which is closely related to the existence of solutions to Forward-Backward Stochastic Differential Equations (FBSDEs) is considered. Moreover, in the same paper, for all eigenvalues \(\{\lambda_n\}_{n=1} ^\infty\) it is proven that the \(\lambda_n \rightarrow +\infty\) as \(n \rightarrow \infty\) in one-dimensional case. Following this study, the author of the paper under review proves that the growth order of \(\lambda_n\) is the same as \(n\) and the statistic periodicity of solutions of FBSDEs can be estimated directly by corresponding coefficients and time duration.