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zbMath1397.60072MaRDI QIDQ2953430

Abdeldjebbar Kandouci, Fatima Benziadi

Publication date: 4 January 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

multiplicative decomposition credit risk progressive enlargement of filtration semimartingale decomposition

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17)

Related Items (2)

Unnamed Item ⋮ THE HOMEOMORPHIC PROPERTY OF THE STOCHASTIC FLOW GENERATED BYTHE ONE-DEFAULT MODEL IN ONE DIMENSIONAL CASE

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