一个依赖趋势的价格形成模型的不稳定性与分支
Instability and bifurcation in a trend depending price formation model
摘要：
一个著名的模型，由于J。M. Lasry和P.L. Lions将市场价格的演化表示为扩散方程中自由边界的演化，本文建议对Lions进行修正，以表明对于某些参数值的不稳定性。这种稳定性的损失与新类型的解决方案，即周期性解决方案的出现，由于霍普夫分叉和代表价格振荡，行波，代表通货膨胀或通货紧缩的行为。
英文摘要：
A well-known model due to J.-M. Lasry and P.L. Lions that presents the evolution of prices in a market as the evolution of a free boundary in a diffusion equation is suggested to be modified in order to show instabilities for some values of the parameters. This loss of stability is associated to the appearance of new types of solutions, namely periodic solutions, due to a Hopf bifurcation and representing price oscillations, and traveling waves, that represent either inflationary or deflationary behavior.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
