Inverse problem stability of a continuous-in-time financial model - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Acta Mathematica Scientia Année : 2019

Inverse problem stability of a continuous-in-time financial model

Résumé

In this paper, we study the inverse problem stability of the continuous-in-time model which is designed to be used for the finances of public institutions. We discuss this study with determining the Loan Measure from Algebraic Spending Measure in M([t I , Θ max ]), and in L 2 ([t I , Θ max ]) when they are density measures. For this inverse problem we prove the uniqueness theorem, obtain a procedure for constructing the solution and provide necessary and sufficient conditions for the solvability of the inverse problem in L 2 ([t I , Θ max ]).
Fichier principal
Vignette du fichier
ChakkStab1.pdf (1005.47 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01358568 , version 1 (01-09-2016)
hal-01358568 , version 2 (05-09-2016)
hal-01358568 , version 3 (21-07-2019)

Identifiants

Citer

Tarik Chakkour. Inverse problem stability of a continuous-in-time financial model. Acta Mathematica Scientia, 2019, ⟨10.1007/s10473-019-5⟩. ⟨hal-01358568v3⟩
252 Consultations
110 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More