Year: 2009
Author: Yuecai Han, Yong Ma
Communications in Mathematical Research , Vol. 25 (2009), Iss. 1 : pp. 30–36
Abstract
In this paper, we investigate the eigenvalue problem of forward-backward doubly stochastic differential equations with boundary value conditions. We show that this problem can be represented as an eigenvalue problem of a bounded continuous compact operator. Hence using the famous Hilbert-Schmidt spectrum theory, we can characterize the eigenvalues exactly.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2009-CMR-19285
Communications in Mathematical Research , Vol. 25 (2009), Iss. 1 : pp. 30–36
Published online: 2009-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 7
Keywords: doubly stochastic Hamiltonian system eigenvalue problem spectrum theory.