On a price formation free boundary model by Lasry and Lions

被引：17

作者：

Caffarelli, Luis A. ^{[1
]}

Markowich, Peter A. ^{[2
,3
]}

Pietschmann, Jan-F ^{[2
]}

机构：

[1] Univ Texas Austin, Inst Computat Engn & Sci, Dept Math, Austin, TX 78712 USA

[2] Univ Cambridge, DAMTP, Cambridge CB3 0WA, England

[3] Univ Vienna, Fac Math, A-1090 Vienna, Austria

来源：

COMPTES RENDUS MATHEMATIQUE | 2011年 / 349卷 / 11-12期

关键词：

D O I：

10.1016/j.crma.2011.05.011

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry and Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially prepared initial datum. The key point is that the free boundary present in the original problem becomes the zero level set of this solution. Using the properties of the heat operator we can show global existence, regularity and asymptotic results of the free boundary. (C) 2011 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

引用

页码：621 / 624

页数：4

共 4 条

[1] GLOBAL EXISTENCE AND UNIQUENESS OF SOLUTIONS TO A MODEL OF PRICE FORMATION
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[3] Mean field games
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Lions, Pierre-Louis
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[4] ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
Markowich, P. A.
Matevosyan, N.
Pietschmann, J. -F.
Wolfram, M. -T.
[J]. MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2009, 19 (10) : 1929 - 1957

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