A symmetry problem with applications to finance

DOI10.1007/s00605-013-0544-8zbMath1297.35015OpenAlexW2156464001MaRDI QIDQ403829

Sadna Sajadini

Publication date: 29 August 2014

Published in: Monatshefte für Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00605-013-0544-8

zbMATH Keywords

mean field gameunknown ring-shaped domain

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Overdetermined systems of PDEs with constant coefficients (35N05) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Symmetries, invariants, etc. in context of PDEs (35B06)

Cites Work

• Asymptotics for a free boundary model in price formation
• On a price formation free boundary model by Lasry and Lions
• Mean field games
• Matzoh ball soup: Heat conductors with a stationary isothermic surface
• A symmetry problem in potential theory
• Diversifications of Serrin's and related symmetry problems
• A discrete Bernoulli free boundary problem
• ON A PARABOLIC FREE BOUNDARY EQUATION MODELING PRICE FORMATION
• Global Existence and Uniqueness of Solutions to a Model of Price Formation
• Unnamed Item
• Unnamed Item