关于Lasry & Lions的价格形成自由边界模型
On a price formation free boundary model by Lasry & Lions
摘要：
讨论了Lasry & Lions在2007年提出的价格形成自由边界模型的全局存在性和渐近性态。我们的结果是基于一个结构，将问题转化为热方程与专门准备的初始数据。其关键在于原问题中存在的自由边界成为该解的零水平集。利用热算子的性质，我们可以证明自由边界的整体存在性、正则性和渐近性。
英文摘要：
We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry & Lions in 2007. Our results are based on a construction which transforms the problem into the heat equation with specially prepared initial datum. The key point is that the free boundary present in the original problem becomes the zero level set of this solution. Using the properties of the heat operator we can show global existence, regularity and asymptotic results of the free boundary.
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