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Stability of traveling wave solutions in a credit rating migration Free Boundary Problem
Claude-Michel Brauner, Yuchao Dong, Jin Liang +1
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…
Uniqueness of traveling fronts in premixed flames with stepwise ignition-temperature kinetics and fractional reaction order
Amanda Matson, Claude-Michel Brauner, Peter V. Gordon
In this paper, we consider a reaction-diffusion system describing the propagation of flames under the assumption of ignition-temperature kinetics and fractional reaction order. It…
Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors
Yuchao Dong, Jin Liang, Claude-Michel Brauner
In this work, a pricing model for a defaultable corporate bond with credit rating migration risk is established. The model turns out to be a free boundary problem with two free bou…