Price formation model with zero-Neumann boundary condition
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Second-order parabolic equations (35K10) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Free boundary problems for PDEs (35R35) PDEs with randomness, stochastic partial differential equations (35R60) Mean field games (aspects of game theory) (91A16) Microeconomic theory (price theory and economic markets) (91B24)
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Cites work
- Asymptotics for a free boundary model in price formation
- Global Existence and Uniqueness of Solutions to a Model of Price Formation
- Instability and bifurcation in a trend depending price formation model
- Mean field games
- On a Boltzmann-type price formation model
- On a price formation free boundary model by Lasry and Lions: the Neumann problem
- Parabolic free boundary price formation models under market size fluctuations
Cited in
(5)- The Yoccoz-Birkeland livestock population model coupled with random price dynamics
- Instability and bifurcation in a trend depending price formation model
- Data assimilation in price formation
- Parabolic free boundary price formation models under market size fluctuations
- On a Boltzmann-type price formation model
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