标题:Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions
作者:Wang, Haiyang; Wu, Zhen
作者机构:[Wang, Haiyang] Shandong Normal Univ, Sch Math & Stat, Jinan 250014, Shandong, Peoples R China.; [Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, S 更多
通讯作者:Wu, Z
通讯作者地址:[Wu, Z]Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.
来源:BOUNDARY VALUE PROBLEMS
出版年:2017
DOI:10.1186/s13661-017-0896-4
关键词:stochastic Hamiltonian systems; Poisson process; eigenvalues and; eigenfunctions; dual transformation; Riccati equations; statistic; periodicity
摘要:In this paper, we study an eigenvalue problem for stochastic Hamiltonian systems driven by a Brownian motion and Poisson process with boundary conditions. By means of dual transformation and generalized Riccati equation systems, we prove the existence of eigenvalues and construct the corresponding eigenfunctions. Moreover, a specific numerical example is considered to illustrate the phenomenon of statistic periodicity for eigenfunctions of stochastic Hamiltonian systems.
收录类别:SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85033702173&doi=10.1186%2fs13661-017-0896-4&partnerID=40&md5=4002d2bae48e3251def5a8db4ed35915
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