26 citations · 129 across the 25 of their papers we have counts for
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math.AP2013★ 19 cited
Carleman Estimate and Inverse Source Problem for Biot's Equations Describing Wave Propagation in Porous Media
Mourad Bellassoued, Masahiro Yamamoto
According to Biot's paper in 1956, by using the Lagrangian equations in classical mechanics, we consider a problem of the filtration of a liquid in porous elastic-deformation media…
math.AP2013★ 1 cited
Determining the implied volatility in the Dupire equation for vanilla European call options
Mourad Bellassoued, Raymond Brummelhuis, Michel Cristofol +1
The Black-Scholes model gives vanilla Europen call option prices as a function of the volatility. We prove Lipschitz stability in the inverse problem of determining the implied vol…