Персона: Бухарова, Татьяна Иннокентьевна
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On Inverse Problem of Determination of the Coefficient in the Black-Scholes Type Equation
2019, Kamynin, V. L., Bukharova, T. I., Камынин, Виталий Леонидович, Бухарова, Татьяна Иннокентьевна
© 2019, Springer Nature Switzerland AG.We prove the existence and uniqueness theorems for inverse problem of determination of the lower coefficient in the Black-Scholes type equation with additional condition of integral observation. These results are based on the investigation of unique solvability of corresponding direct problem which is of independent interest. We give the example of the inverse problem for which the conditions of the theorems proved are fulfilled.
On inverse problem of determination of the coefficient in strongly degenerate parabolic equation
2019, Tonkikh, A. P., Bukharova, T. I., Kamynin, V. L., Бухарова, Татьяна Иннокентьевна, Камынин, Виталий Леонидович
© 2019 Published under licence by IOP Publishing Ltd.We prove the existence and uniqueness theorems for inverse problem of determination of the lower coefficient in the Black-Scholes type equation with additional condition of integral observation. These results are based on the investigation of unique solvability of corresponding direct problem which is of independent interest. We give the example of the inverse problem for which the conditions of the theorems proved are fulfilled.