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

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We study a model due to J.M. Lasry and P.L. Lions, describing the evolution of a scalar price which is realized as a free boundary in a 1-D diffusion equation with dynamically evolving, non-standard sources. We establish global existence and uniqueness.

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Analysis of PDEs

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http://salesiana.dossiersoluciones.com/handle/123456789/221128

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0902.3851
 http://arxiv.org/abs/0902.3851

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arXiv