Asymptotics for a symmetric equation in price formation
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Publication:2272166
DOI10.1007/S00245-008-9052-YzbMATH Open1175.91067OpenAlexW2016537861MaRDI QIDQ2272166FDOQ2272166
Maria Pia Gualdani, Maria del Mar Gonzalez
Publication date: 6 August 2009
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-008-9052-y
Cites Work
- Nonlinear Fokker-Planck equations. Fundamentals and applications.
- Mean field games
- Asymptotic L^1-decay of solutions of the porous medium equation to self-similarity
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- The Fokker-Planck equation. Methods of solution and applications.
- Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
- Asymptotics for a free boundary model in price formation
- Large investor trading impacts on volatility
- Towards a self-consistent theory of volatility
- Instantaneous self-fulfilling of long-term prophecies on the probabilistic distribution of financial asset values
Cited In (7)
- Classical Solutions for a Nonlinear Fokker-Planck Equation Arising in Computational Neuroscience
- Analysis of nonlinear noisy integrate \& fire neuron models: blow-up and steady states
- Instability and bifurcation in a trend depending price formation model
- Asymptotics for a free boundary model in price formation
- Some non-standard Sobolev spaces, interpolation and its application to PDE
- Blow-up, steady states and long time behaviour of excitatory-inhibitory nonlinear neuron models
- Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations
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