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math.AP2011
Hamiltonian ODE's on a Space of Deficient Measures
L. Chayes, W. Gangbo, H. K. Lei
We continue the study (initiated in [1]) of Borel measures whose time evolution is provided by an interacting Hamiltonian structure. Here, the principal focus is the development an…
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…