GLOBAL EXISTENCE AND UNIQUENESS OF SOLUTIONS TO A MODEL OF PRICE FORMATION

被引：18

作者：

Chayes, Lincoln ^{[1
]}

del Mar Gonzalez, Maria ^{[2
]}

Gualdani, Maria Pia ^{[1
,3
]}

Kim, Inwon ^{[1
]}

机构：

[1] Univ Calif Los Angeles, Dept Math, Los Angeles, CA 90095 USA

[2] Univ Politecn Cataluna, ETSEIB Dept Matemat, E-08028 Barcelona, Spain

[3] Univ Texas Austin, Dept Math, Austin, TX 78712 USA

来源：

SIAM JOURNAL ON MATHEMATICAL ANALYSIS | 2009年 / 41卷 / 05期

关键词：

diffusion equation with source; free boundary problem; price formulation model; gobal well-posedness;

D O I：

10.1137/090753346

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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 one-dimensional diffusion equation with dynamically evolving, nonstandard sources. We establish global existence and uniqueness.

引用

页码：2107 / 2135

页数：29

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