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A Stefan-type stochastic moving boundary problem - MaRDI portal

A Stefan-type stochastic moving boundary problem (Q682466)

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A Stefan-type stochastic moving boundary problem
scientific article

    Statements

    title
    A Stefan-type stochastic moving boundary problem (English)
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    author
    Martin Keller-Ressel
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    Marvin S. Müller
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    publication date
    2 February 2018
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    zbMATH Keywords
    stochastic partial differential equation
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    Stefan problem
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    moving boundary problem
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    limit order book
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    cites work
    Q4040886
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    Q2774021
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    Q5541833
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    Mean field games
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    Q5628582
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    Q4657005
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    Q3621899
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    Q4039724
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    Q4278031
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    Functional analysis
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    Identifiers

    Mathematics Subject Classification ID
    60H15
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    91B70
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    91G80
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    zbMATH DE Number
    6833869
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    OpenAlex ID
    W3098411084
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    arXiv ID
    1507.03276
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