A CONNECTION BETWEEN UNIQUENESS OF MINIMIZERS IN TIKHONOV-TYPE REGULARIZATION AND MOROZOV-LIKE DISCREPANCY PRINCIPLES

摘要

We state sufficient conditions for the uniqueness of minimizers of Tikhonov-type functionals. We further explore a connection between such results and the well-posedness of Morozov-like discrepancy principle. Moreover, we find appropriate conditions to apply such results to the local volatility surface calibration problem.