On a price formation free boundary model by Lasry and Lions;Sur un modèle de formation de prix de Lasry et Lions

Comptes Rendus Mathematique

Volumn 349, Issue 11-12, 2011, Pages 621-624

  Caffarelli, Luis A ^a   Markowich, Peter A ^b,c   Pietschmann, Jan F ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UNIVERSITY OF VIENNA   (Austria)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79959545242     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2011.05.011     Document Type: Article

References (4)

1. Chayes L., González M., Gualdani M.P., Kim I. Global existence and uniqueness of solutions to a model of price formation. SIAM J. Math. Anal. 2009, 41(5):2107-2135.
2. González M., Gualdani M.P. Asymptotics for a free-boundary problem in price formation. Nonlinear Anal., Theory Methods Appl. 2011, 74(10):3269-3294.
3. Lasry J.-M., Lions P.-L. Mean field games. Jpn. J. Math. 2007, 2(1):229-260.
4. Markowich P.A., Matevosyan N., Pietschmann J.-F., Wolfram M.-T. On a parabolic free boundary equation modeling price formation. Math. Models Methods Appl. Sci. 2009, 11(19):1929-1957.