Credit default prediction and parabolic potential theory (Q514127): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6689780 / rank | |||
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default time | |||
| Property / zbMATH Keywords: default time / rank | |||
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predictable stopping time | |||
| Property / zbMATH Keywords: predictable stopping time / rank | |||
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Brownian bridge on random intervals | |||
| Property / zbMATH Keywords: Brownian bridge on random intervals / rank | |||
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Riesz capacity | |||
| Property / zbMATH Keywords: Riesz capacity / rank | |||
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Hausdorff dimension | |||
| Property / zbMATH Keywords: Hausdorff dimension / rank | |||
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Revision as of 03:39, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit default prediction and parabolic potential theory |
scientific article |
Statements
Credit default prediction and parabolic potential theory (English)
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28 February 2017
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default time
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predictable stopping time
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Brownian bridge on random intervals
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Riesz capacity
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Hausdorff dimension
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