in this paper, we investigate infinite product representation of the solution of a sturm-liouville equation with an indefinite weight function which has two zeros and/or singularitiesin a finite interval. first, by using of the asymptotic estimates provided in [w. eberhard, g.freiling, k. wilcken-stoeber, indefinite eigenvalue problems with several singular pointsand turning points, math. nachr...

In this paper, we investigate infinite product representation of the solution of a Sturm- Liouville equation with an indefinite weight function which has two zeros and/or singularities in a finite interval. First, by using of the asymptotic estimates provided in [W. Eberhard, G. Freiling, K. Wilcken-Stoeber, Indefinite eigenvalue problems with several singular points and turning points, Math. N...

We investigate the existence of positive principal eigenvalues of the problem —Au(x) = lg(x)u for x e R" ; u(x) —* 0 as x —> oo where the weight function g changes sign on R" . It is proved that such eigenvalues exist if g is negative and bounded away from 0 at oo or if n > 3 and \g(x)\ is sufficiently small at oo but do not exist if n = 1 or 2 and fRn g(x)dx > 0 .

We consider a singular Sturm-Liouville differential expression with an indefinite weight function and we show that the corresponding self-adjoint differential operator in a Krein space locally has the same spectral properties as a definitizable operator.

In this paper, the linear-quadratic optimal control problem is considered for discretetime stochastic systems with indefinite weight matrices in the cost function and mean-field terms in both the cost function and system dynamics. A set of generalized difference Riccati equations (GDREs) is introduced in terms of algebraic equality constraints and matrix pseudo-inverse. It is shown that the sol...