A representation theorem on a filtering model with first-passage-type stopping time (Q2814332)
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scientific article; zbMATH DE number 6595973
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A representation theorem on a filtering model with first-passage-type stopping time |
scientific article; zbMATH DE number 6595973 |
Statements
21 June 2016
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filtering model
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first-passage-type stopping time
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representation theorem
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information
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hazard process
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default time
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intensity
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filtration
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math.PR
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A representation theorem on a filtering model with first-passage-type stopping time (English)
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0.7261108160018921
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0.7082171440124512
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