Some stability results of parameter identification in a jump diffusion model
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 proble...
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Language: | English |
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Technische Universität Chemnitz
2005
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Online Access: | http://nbn-resolving.de/urn:nbn:de:swb:ch1-200501234 https://monarch.qucosa.de/id/qucosa%3A18372 https://monarch.qucosa.de/api/qucosa%3A18372/attachment/ATT-0/ https://monarch.qucosa.de/api/qucosa%3A18372/attachment/ATT-1/ |