On a price formation free boundary model by Lasry and Lions: The Neumann problem

Comptes Rendus Mathematique

Volumn 349, Issue 15-16, 2011, Pages 841-844

  Caffarelli, Luis A ^a   Markowich, Peter A ^b,c   Wolfram, Marie Therese ^c  

^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: 80052137565     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.crma.2011.07.006     Document Type: Article

References (7)

1. Avdonin S.A., Joó I. Riesz basis of exponentials and sine-type functions. Acta Math. Hungar. 1988, 51(1):3-14.
2. Caffarelli L.A., Markowich P.A., Pietschmann J.-F. On a price formation free boundary problem by Lasry & Lions. C. R. Acad. Sci. Paris, Ser. I 2011, 349(11-12):621-624.
3. 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.
4. González M., Gualdani M.P. Asymptotics for a free-boundary problem in price formation. Nonlinear Anal. 2011, 74:3269-3294.
5. Horváth M. On the Muckenhoupt condition. Period. Math. Hungar. 1987, 18(1):53-58.
6. Lasry J.-M., Lions P.-L. Mean field games. Jpn. J. Math. 2007, 2(1):229-260.
7. 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.