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

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dc.creatorChayes, Lincoln
dc.creatorGonzalez, Maria del Mar
dc.creatorGualdani, Maria Pia
dc.creatorKim, Inwon
dc.date2009-02-23
dc.date.accessioned2026-07-07T12:45:35Z
dc.date.available2026-07-07T12:45:35Z
dc.descriptionWe 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.
dc.identifierhttps://arxiv.org/abs/0902.3851
dc.identifierhttp://arxiv.org/abs/0902.3851
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/221128
dc.subjectAnalysis of PDEs
dc.titleGlobal existence and uniqueness of solutions to a model of price formation
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