INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL

doi:10.1007/s10473-019-0519-5

数学物理学报(英文版) ›› 2019, Vol. 39 ›› Issue (5): 1423-1439.doi: 10.1007/s10473-019-0519-5

INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL

Tarik CHAKKOUR

Piaf INRA, Site de Crouël 5, Chemin de Beaulieu, Clermont-Ferrand 63000, France

收稿日期:2017-03-11 修回日期:2019-02-07 出版日期:2019-10-25 发布日期:2019-11-11
作者简介:Tarik CHAKKOUR,E-mail:Tarik.Chakkour@inra.fr

INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL

Tarik CHAKKOUR

Piaf INRA, Site de Crouël 5, Chemin de Beaulieu, Clermont-Ferrand 63000, France

Received:2017-03-11 Revised:2019-02-07 Online:2019-10-25 Published:2019-11-11

摘要/Abstract

摘要： In this work, 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 Radon measure space M([t_I, Θ_max]), and in Hilbert space L²([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 L²([t_I, Θ_max]).

关键词: inverse problem, stability, mathematical model, Fredholm operator

Abstract: In this work, 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 Radon measure space M([t_I, Θ_max]), and in Hilbert space L²([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 L²([t_I, Θ_max]).

Key words: inverse problem, stability, mathematical model, Fredholm operator

中图分类号:

45Q05

Tarik CHAKKOUR. INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL[J]. 数学物理学报(英文版), 2019, 39(5): 1423-1439.

Tarik CHAKKOUR. INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL[J]. Acta mathematica scientia,Series B, 2019, 39(5): 1423-1439.

参考文献

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INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL

INVERSE PROBLEM STABILITY OF A CONTINUOUS-IN-TIME FINANCIAL MODEL

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