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STABILITY OF TRAVELING WAVE SOLUTIONS IN A CREDIT RATING MIGRATION FREE BOUNDARY PROBLEM
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | BRAUNER, Claude-Michel | |
| hal.structure.identifier | Tongji University | |
| dc.contributor.author | DONG, Yuchao | |
| hal.structure.identifier | Tongji University | |
| dc.contributor.author | LIANG, Jin | |
| hal.structure.identifier | Università degli studi di Parma = University of Parma [UNIPR] | |
| dc.contributor.author | LORENZI, Luca | |
| dc.date.accessioned | 2024-04-04T02:31:43Z | |
| dc.date.available | 2024-04-04T02:31:43Z | |
| dc.date.created | 2023-12-30 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/190327 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.subject.en | 2020 Mathematics Subject Classification. Primary: 35R35 | |
| dc.subject.en | 35B25 Secondary: 35C07 | |
| dc.subject.en | 91G20 Free boundary problems stability traveling waves fully nonlinear parabolic problems credit rating migration | |
| dc.subject.en | 35B25 | |
| dc.subject.en | Secondary: 35C07 | |
| dc.subject.en | 91G20 Free boundary problems | |
| dc.subject.en | stability | |
| dc.subject.en | traveling waves | |
| dc.subject.en | fully nonlinear parabolic problems | |
| dc.subject.en | credit rating migration | |
| dc.title.en | STABILITY OF TRAVELING WAVE SOLUTIONS IN A CREDIT RATING MIGRATION FREE BOUNDARY PROBLEM | |
| dc.type | Document de travail - Pré-publication | |
| dc.subject.hal | Mathématiques [math] | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| hal.identifier | hal-04367574 | |
| hal.version | 1 | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-04367574v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=BRAUNER,%20Claude-Michel&DONG,%20Yuchao&LIANG,%20Jin&LORENZI,%20Luca&rft.genre=preprint |
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