Positive regularised solutions in electromagnetic inverse scattering

Fredholm integral equations of the first kind are the mathematical model common to several electromagnetic, optical and acoustical inverse scattering problems. In most of these problems the solution must be positive in order to satisfy physical plausibility. We consider ill-posed deconvolution problems and investigate several linear regularization algorithms which provide positive approximate solutions at least in the absence of errors on the data.

A new proposition on the martingale representation theorem and on the approximate hedging of contingent claim in mean-variance criterion

In this work we revisit the problem of the hedging of contingent claim using mean-square criterion. We prove that in incomplete market, some probability measure can be identified so that becomes -martingale under .This is in fact a new proposition on the martingale representation theorem. The new results also identify a weight function that serves to be an approximation to the Radon-Nikodým derivative of the unique neutral martingale measure.