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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 1 to 2 of 2 (0.039 seconds)| 1 |
Some stability results of parameter identification in a jump diffusion modelDüvelmeyer, Dana 06 October 2005 (has links) (PDF)
In this paper we discuss the stable solvability of the inverse problem of parameter identification in a jump diffusion model. Therefore we introduce the forward
operator of this inverse problem and analyze its properties. We show continuity of
the forward operator and stability of the inverse problem provided that the domain
is restricted in a specific manner such that techniques of compact sets can be exploited. Furthermore, we show that there is an asymptotical non-injectivity which
causes instability problems whenever the jump intensity increases and the jump
heights decay simultaneously.
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| 2 |
Some stability results of parameter identification in a jump diffusion modelDüvelmeyer, Dana 06 October 2005 (has links)
In this paper we discuss the stable solvability of the inverse problem of parameter identification in a jump diffusion model. Therefore we introduce the forward
operator of this inverse problem and analyze its properties. We show continuity of
the forward operator and stability of the inverse problem provided that the domain
is restricted in a specific manner such that techniques of compact sets can be exploited. Furthermore, we show that there is an asymptotical non-injectivity which
causes instability problems whenever the jump intensity increases and the jump
heights decay simultaneously.
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