Eigenvalue problem of doubly stochastic Hamiltonian systems with boundary conditions
- 期刊名称:COMMUNICATIONS IN MATHEMATICAL RESEARCH
- 时间:0
- 页码:30-36
- 语言:中文
- 分类:O241.6[理学—计算数学;理学—数学] O175.1[理学—数学;理学—基础数学]
- 作者机构:[1]School of Mathematics, Jilin University, Changchun, 130012, [2]School of Mathematics, Shandong University, Jinan, 250100
- 相关基金:Foundation item: The NSF (10601019 and J0630104) of China, Chinese Postdoctoral Science Foundation and 985 Program of Jilin University.
- 相关项目:随机哈密顿系统的动力学稳定性
关键词:
特征值问题, 哈密顿系统, 边界条件, 随机, 投资收益, 边值问题, 微分方程, 希尔伯特, doubly stochastic Hamiltonian system, eigenvalue problem, spectrum theory