Theoretical Results in the Structural Credit Rating Migration Models

Author:

Liang Jin,Hu Bei

Publisher

Springer Nature Singapore

Reference11 articles.

1. Chen, YZ., Aleksandrov Maximum Principle and Bony Maximum Principle for Parabolic Equations. ACTA Mathematicae Applicatae Sinica, 1985.

2. Evans, Lawrence C., A free boundary problem: the flow of two immiscible fluids in a one-dimensional porous medium. II. Indiana Univ. Math. J. 27 (1978), no. 1, 93–101.

3. Friedman, A., Variational Principles and Free Boundary Problems, John Wiley & Sons, New York 1982.

4. Garrori, MG and Menaldi JL, Green Functions for Second Order Parabolic Integro-differential Problems, Longman Scientific & Technical, New York, 1992

5. Galaktionov, V.A., On asymptotic self-similar behavior for quasilinear heat equation: single point blow-up, SIAM J. Math. Anal., 1995, 675–693

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