TY - JOUR T1 - Eigenvalue Problem of Doubly Stochastic Hamiltonian Systems with Boundary Conditions AU - Han , Yuecai AU - Ma , Yong JO - Communications in Mathematical Research VL - 1 SP - 30 EP - 36 PY - 2021 DA - 2021/06 SN - 25 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/cmr/19285.html KW - doubly stochastic Hamiltonian system, eigenvalue problem, spectrum theory. AB -
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.