Some Extensions of Norros’ Lemma in Models with Several Defaults (Q4561936): Difference between revisions

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Revision as of 16:22, 5 March 2024

scientific article; zbMATH DE number 6993397
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English
Some Extensions of Norros’ Lemma in Models with Several Defaults
scientific article; zbMATH DE number 6993397

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    Some Extensions of Norros’ Lemma in Models with Several Defaults (English)
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    13 December 2018
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    default times
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    default processes and their compensators
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    intensity processes
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    reference filtration
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    filtration immersions
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