Description:
In this paper we discuss the stable solvability of the inverse problem of parameter identification in a jump diffusion model. Therefore we introduce the forwardoperator of this inverse problem and analyze its properties. We show continuity ofthe forward operator and stability of the inverse problem provided that the domainis restricted in a specific manner such that techniques of compact sets can be exploited. Furthermore, we show that there is an asymptotical non-injectivity whichcauses instability problems whenever the jump intensity increases and the jumpheights decay simultaneously.