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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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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