INVERSE PROBLEM STABILITY OF
A CONTINUOUS-IN-TIME FINANCIAL MODEL
Tarik Chakkour
Laboratory of Mathematics of Atlantic Brittany
LMBA, University of Bretagne-Sud, UMR 6205
Fr-56000 Vannes, FRANCE

Withdrawn (2017-01-19): This article has been retracted on author request.

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 ${\cal M} ([\InstantMin,\InstantMax])$, and in Hilbert space ${\mathbb L}^{2}([\InstantMin,\InstantMax])$ 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 ${\mathbb L}^{2}([\InstantMin,\InstantMax])$.

Citation details of the article



Journal: International Journal of Applied Mathematics
Journal ISSN (Print): ISSN 1311-1728
Journal ISSN (Electronic): ISSN 1314-8060
Volume: 29
Issue: 5
Year: 2016

DOI: 10.12732/ijam.v29i5.9

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