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

نویسنده

  • Tarik Chakkour
چکیده

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 spaceM([tI,Θmax]), and in Hilbert space L([tI,Θmax]) 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([tI,Θmax]).

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تاریخ انتشار 2017