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

doi:10.1007/s10473-019-0519-5

Abstract

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

CLC Number:

45Q05

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

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References

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