Advanced search    

Search: authors:"Jasdeep Kalsi"

1 papers found.
Use AND, OR, NOT, +word, -word, "long phrase", (parentheses) to fine-tune your search.

A reflected moving boundary problem driven by space–time white noise

We study a system of two reflected SPDEs which share a moving boundary. The equations describe competition at an interface and are motivated by the modelling of the limit order book in financial markets. The derivative of the moving boundary is given by a function of the two SPDEs in their relative frames. We prove existence and uniqueness for the equations until blow-up, and...