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 ]).
Origine : Fichiers produits par l'(les) auteur(s)
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