• Media type: Lecture
  • Title: On multiplication operators occurring in inverse problems of natural sciences and stochastic finance
  • Contributor: Hofmann, Bernd [Author]
  • Published: Chemnitz: Technische Universität Chemnitz, [2005]
  • Published in: Tagungsband zum Workshop "Stochastische Analysis", 27.09.2004 - 29.09.2004
  • Language: English
  • Keywords: Fréchet derivative ; inverse problem ; Multiplikationsoperator ; ill-posedness ; Inverses Problem ; multiplication operator ; option pricing
  • Origination:
  • Footnote:
  • Description: We deal with locally ill-posed nonlinear operator equations F(x) = y in L^2(0,1),where the Fréchet derivatives A = F'(x_0) of the nonlinear forward operator F arecompact linear integral operators A = M ◦ J with a multiplication operator Mwith integrable multiplier function m and with the simple integration operator J.In particular, we give examples of nonlinear inverse problems in natural sciencesand stochastic finance that can be written in such a form with linearizations thatcontain multiplication operators. Moreover, we consider the corresponding ill-posedlinear operator equations Ax = y and their degree of ill-posedness. In particular,we discuss the fact that the noncompact multiplication operator M has only arestricted influence on this degree of ill-posedness even if m has essential zeros ofvarious order.