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most citedFactorization for non-symmetric operators and exponential H-theorem

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math.AP2009

Global existence and uniqueness of solutions to a model of price formation

Lincoln Chayes, Maria del Mar Gonzalez, Maria Pia Gualdani +1

We study a model due to J.M. Lasry and P.L. Lions, describing the evolution of a scalar price which is realized as a free boundary in a 1-D diffusion equation with dynamically evol…