ABSOLUTELY CONTINUOUS COMPENSATORS (Q3006606)

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ABSOLUTELY CONTINUOUS COMPENSATORS
scientific article

    Statements

    title
    ABSOLUTELY CONTINUOUS COMPENSATORS (English)
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    author
    Svante Janson
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    Sokhna M'Baye
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    Philip E. Protter
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    publication date
    20 June 2011
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    zbMATH Keywords
    compensator
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    dual predictable projection
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    Doob-Meyer decomposition
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    credit risk
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    martingale
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    hazard rate
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    60G40
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    60G44
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    zbMATH DE Number
    5909989
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    arXiv ID
    1005.3053
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