| Autor: |
Jing, Guangdong, Wang, Penghui |
| Jazyk: |
English<br />French |
| Rok vydání: |
2021 |
| Předmět: |
|
| Zdroj: |
Comptes Rendus. Mathématique, Vol 359, Iss 1, Pp 99-104 (2021) |
| Druh dokumentu: |
article |
| ISSN: |
1778-3569 |
| DOI: |
10.5802/crmath.103 |
| Popis: |
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 $ as $n\rightarrow \infty $. In this short note, we prove that the growth order of $\lambda _n$ is the same as $n^2$. Apart from the interest of this result in itself, the statistic periodicity of solutions of FBSDEs can be estimated directly by corresponding coefficients and time duration. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
|
