45 citations · 165 across the 23 of their papers we have counts for
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math.PR2016
Credit default prediction and parabolic potential theory
Matteo L. Bedini, Michael Hinz
We consider an approach to credit risk in which the information about the time of bankruptcy is modelled using a Brownian bridge that starts at zero and is conditioned to equal zer…
math.AP2016★ 11 cited
Fractal snowflake domain diffusion with boundary and interior drifts
Michael Hinz, Maria Rosaria Lancia, Alexander Teplyaev +1
We study a parabolic Ventsell problem for a second order differential operator in divergence form and with interior and boundary drift terms on the snowflake domain. We prove that…