Eigenvalue Problem of Doubly Stochastic Hamiltonian Systems with Boundary Conditions |
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Authors: | Han Yue-cai Ma Yong |
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Affiliation: | 1. School of Mathematics;Jilin University;Changchun;130012;2. School of Mathematics;Shandong University;Jinan;250100 |
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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 continu-ous compact operator. Hence using the famous Hilbert-Schmidt spectrum theory, we can characterize the eigenvalues exactly. |
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Keywords: | doubly stochastic Hamiltonian system eigenvalue problem spectrumtheory |
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