SCOPUS 정보 검색 플랫폼

Applied Mathematics and Optimization

Volumn 59, Issue 2, 2009, Pages 233-246

Asymptotics for a Symmetric Equation in Price Formation

(2) González, María Del Mar a Gualdani, Maria Pia b

a UNIVERSITAT POLITÈCNICA DE CATALUNYA (Spain)

b UNIVERSITY OF TEXAS AT AUSTIN (United States)

Author keywords

Asymptotic decay; Diffusion equation; Dynamical equilibrium in price formation; Mean field model

Indexed keywords

ASYMPTOTIC DECAY; ASYMPTOTICS; DIFFUSION EQUATION; DYNAMIC EQUILIBRIUM; DYNAMICAL EQUILIBRIUM IN PRICE FORMATION; EVOLUTION EQUATIONS; FIXED POINT ARGUMENTS; FREE BOUNDARIES; MEAN FIELD MODEL; MEAN FIELDS; RIGHT-HAND SIDES; STATIONARY STATE;

COSTS; DIFFERENTIAL EQUATIONS; MEAN FIELD THEORY;

ASYMPTOTIC ANALYSIS;

EID: 60349104263 PISSN: 00954616 EISSN: 14320606 Source Type: Journal
DOI: 10.1007/s00245-008-9052-y Document Type: Article

Times cited : (10)

References (10)

1
- 33947704957
- A geometric approach to free boundary problems
- Am. Math. Soc. Providence
- Caffarelli, L., Salsa, S.: A geometric approach to free boundary problems. In: Graduate Studies in Mathematics, vol. 68. Am. Math. Soc., Providence (2005)
- (2005) Graduate Studies in Mathematics, vol. 68
- Caffarelli, L.¹ Salsa, S.²

2
- 0032165708
- Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
- 13
- J.A. Carrillo G. Toscani 1998 Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations Math. Methods Appl. Sci. 21 13 1269 1286
- (1998) Math. Methods Appl. Sci. , vol.21 , pp. 1269-1286
- Carrillo, J.A.¹ Toscani, G.²

3
- 0003277699
- 1-decay of solutions of the porous medium equation to self-similarity
- 1
- 1-decay of solutions of the porous medium equation to self-similarity Indiana Univ. Math. J. 49 1 113 142
- (2000) Indiana Univ. Math. J. , vol.49 , pp. 113-142
- Carrillo, J.A.¹ Toscani, G.²

4
- 25644442111
- Springer Berlin/New York
- Frank, T.D.: Nonlinear Fokker-Planck Equations: Fundamentals and Applications. Springer, Berlin/New York (2005)
- (2005) Nonlinear Fokker-Planck Equations: Fundamentals and Applications
- Frank, T.D.¹

5
- 73349115366
- In preparation
- González, M.d.M., Gualdani, M.P.: Asymptotics for a free-boundary model in price formation. In preparation
- Asymptotics for a free-boundary model in price formation
- González, M.D.M.¹ Gualdani, M.P.²

6
- 33751322738
- Towards a self-consistent theory of volatility
- 6
- J.-M. Lasry P.-L. Lions 2006 Towards a self-consistent theory of volatility J. Math. Pures Appl. (9) 86 6 541 551
- (2006) J. Math. Pures Appl. (9) , vol.86 , pp. 541-551
- Lasry, J.-M.¹ Lions, P.-L.²

7
- 33947223132
- Large investor trading impacts on volatility
- 2
- J.-M. Lasry P.-L. Lions 2007 Large investor trading impacts on volatility Ann. Inst. H. Poincaré Anal. Non Linéaire 24 2 311 323
- (2007) Ann. Inst. H. Poincaré Anal. Non Linéaire , vol.24 , pp. 311-323
- Lasry, J.-M.¹ Lions, P.-L.²

8
- 33947517974
- Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
- 3
- J.-M. Lasry P.-L. Lions 2007 Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values Ann. Inst. H. Poincaré Anal. Non Linéaire 24 3 361 368
- (2007) Ann. Inst. H. Poincaré Anal. Non Linéaire , vol.24 , pp. 361-368
- Lasry, J.-M.¹ Lions, P.-L.²

9
- 34047127341
- Mean field games
- 1
- J.-M. Lasry P.-L. Lions 2007 Mean field games Jpn. J. Math. 2 1 229 260
- (2007) Jpn. J. Math. , vol.2 , pp. 229-260
- Lasry, J.-M.¹ Lions, P.-L.²

10
- 0004140926
- 2 Springer Series in Synergetics Springer Berlin
- Risken, H.: The Fokker-Planck Equation: Methods of Solutions and Applications, 2nd edn. Springer Series in Synergetics. Springer, Berlin (1989)
- (1989) The Fokker-Planck Equation: Methods of Solutions and Applications
- Risken, H.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.