Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (Q6099157)
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scientific article; zbMATH DE number 7697824
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English | Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application |
scientific article; zbMATH DE number 7697824 |
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Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application (English)
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19 June 2023
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eigenvalue problem
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forward-backward SDE
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stochastic Hamiltonian system
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statistic period
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method of decoupling
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Riccati equation
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