STABILITY OF TRAVELING WAVE SOLUTIONS IN A CREDIT RATING MIGRATION FREE BOUNDARY PROBLEM
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Resumen en inglés
In this paper, we study the stability of traveling wave solutions arising from a credit rating migration problem with a free boundary, After some transformations, we turn the Free Boundary Problem into a fully nonlinear ...Leer más >
In this paper, we study the stability of traveling wave solutions arising from a credit rating migration problem with a free boundary, After some transformations, we turn the Free Boundary Problem into a fully nonlinear parabolic problem on a fixed domain and establish a rigorous stability analysis of the equilibrium in an exponentially weighted function space. It implies the convergence of the discounted value of bonds that stands as an attenuated traveling wave solution.< Leer menos
Palabras clave en inglés
2020 Mathematics Subject Classification. Primary: 35R35
35B25 Secondary: 35C07
91G20 Free boundary problems stability traveling waves fully nonlinear parabolic problems credit rating migration
35B25
Secondary: 35C07
91G20 Free boundary problems
stability
traveling waves
fully nonlinear parabolic problems
credit rating migration
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