ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION (Q3647613): Difference between revisions

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-Peter Alexander Markowich
@@ Property / author: Peter Alexander Markowich / rank @@
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+Peter Alexander Markowich
@@ Property / author: Peter Alexander Markowich / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Fokker-Planck equations as scaling limits of reversible quantum systems
+Normal rank
@@ Property / cites work @@
+Kinetic theories and the Boltzmann equation. Lectures given at the 1st 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Montecatini, Italy, June 10-18, 1981
+Normal rank
@@ Property / cites work @@
+Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
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@@ Property / cites work @@
+Mean field games. I: The stationary case
@@ Property / cites work: Mean field games. I: The stationary case / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
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@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a self-consistent theory of volatility
@@ Property / cites work: Towards a self-consistent theory of volatility / rank @@
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@@ Property / cites work @@
+Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
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@@ Property / cites work @@
+Large Investor Trading Impacts on Volatility
@@ Property / cites work: Large Investor Trading Impacts on Volatility / rank @@
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@@ Property / cites work @@
+Large investor trading impacts on volatility
@@ Property / cites work: Large investor trading impacts on volatility / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3647613