Instability and Bifurcation in a Trend Depending Price Formation Model
نویسندگان
چکیده
منابع مشابه
Instability and bifurcation in a trend depending price formation model
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 r...
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Author for correspondence: Marie-Therese Wolfram e-mail: [email protected] http://rsp Downloaded from On a Boltzmann-type price formation model Martin Burger1, Luis Caffarelli2, Peter A. Markowich3 and Marie-Therese Wolfram4 1Institute for Computational and Applied Mathematics, University of Münster, Einsteinstrasse 62, 48149 Münster, Germany 2University of Texas at Austin, 1 U...
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ژورنال
عنوان ژورنال: Acta Applicandae Mathematicae
سال: 2016
ISSN: 0167-8019,1572-9036
DOI: 10.1007/s10440-016-0043-8