Kinetic FRG Young Researchers Workshop
March 2-5, 2009
CSIC Building (#406),
Seminar Room 4122.
Directions: home.cscamm.umd.edu/directions
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A Kinetic Approach in Price Formation
Dr. Maria Gualdani
University of Texas at Austin
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Abstract: We present a kinetic model describing formation of price, introduced by Lasry-Lions in 2006. The model is a system of second order parabolic equations, and the price is given by a free boundary. The talk will give an overview of some recent results, including regularity for the free boundary and long time behavior.
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