Global existence and uniqueness of solutions to a model of price formation

SIAM Journal on Mathematical Analysis

Volumn 41, Issue 5, 2009, Pages 2107-2135

  Chayes, Lincoln ^a   Del Mar González, María ^b   Gualdani, Maria Pia ^a,c   Kim, Inwon ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITAT POLITÈCNICA DE CATALUNYA   (Spain)

^c UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Diffusion equation with source; Free boundary problem; Gobal well posedness; Price formulation model

Indexed keywords

DIFFUSION EQUATIONS; FREE BOUNDARY; FREE-BOUNDARY PROBLEMS; GLOBAL EXISTENCE AND UNIQUENESS; GOBAL WELL-POSEDNESS; ONE-DIMENSIONAL DIFFUSION EQUATIONS; PRICE FORMATION; WELLPOSEDNESS;

COSTS; DIFFUSION; PARTIAL DIFFERENTIAL EQUATIONS;

COMMERCE;

EID: 73349133668     PISSN: 00361410     EISSN: None     Source Type: Journal    
DOI: 10.1137/090753346     Document Type: Article

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