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

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

2009-02-23

arxiv.org/abs/0902.3851v1

Mathematics

Analysis of PDEs

Scientific paper

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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