A note on “Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions”
The eigenvalue problem of stochastic Hamiltonian systems with boundary conditions was studied by Peng [4] in 2000. For the one-dimensional case, denoting by $\lbrace \lambda _n\rbrace _{n=1}^{\infty }$ all the eigenvalues of such an eigenvalue problem, Peng proved that $\lambda _n\rightarrow +\infty...
| Published in: | Comptes Rendus. Mathématique |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2021-02-01
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| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.103/ |