Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors
DOI10.1016/j.jde.2023.06.050zbMath1527.35431arXiv2301.10898MaRDI QIDQ6049920
Claude-Michel Brauner, Jin Liang, Yuchao Dong
Publication date: 18 September 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.10898
asymptotic behavior; free boundary problem; traveling wave; credit rating migration risk model; PDE with discontinuous leading order coefficient
35B65: Smoothness and regularity of solutions to PDEs
35B40: Asymptotic behavior of solutions to PDEs
35A01: Existence problems for PDEs: global existence, local existence, non-existence
35R35: Free boundary problems for PDEs
91G40: Credit risk
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
35C07: Traveling wave solutions
35A02: Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness
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