@Article{CMR-25-1, author = {Yuecai, Han and Yong, Ma}, title = {Eigenvalue Problem of Doubly Stochastic Hamiltonian Systems with Boundary Conditions}, journal = {Communications in Mathematical Research }, year = {2009}, volume = {25}, number = {1}, pages = {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.
}, issn = {2707-8523}, doi = {https://doi.org/2009-CMR-19285}, url = {https://global-sci.com/article/81931/eigenvalue-problem-of-doubly-stochastic-hamiltonian-systems-with-boundary-conditions} }