Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling (Q5742504)
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scientific article; zbMATH DE number 7054592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling |
scientific article; zbMATH DE number 7054592 |
Statements
Transition Probability of Brownian Motion in the Octant and its Application to Default Modelling (English)
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15 May 2019
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three-dimensional Brownian motion
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transition probability
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nonlinear eigenvalue problem
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structural default modelmutual liabilities
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