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

DOI10.22190/FUMI200403037BzbMath1499.60117MaRDI QIDQ5064425

Fatima Benziadi

Publication date: 16 March 2022

Published in: Facta Universitatis, Series: Mathematics and Informatics (Search for Journal in Brave)

zbMATH Keywords

diffeomorphismcredit riskstochastic flowstochastic differential geometry

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

Unnamed Item

Cites Work

• Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
• On the strong comparison theorems for solutions of stochastic differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: THE HOMEOMORPHIC PROPERTY OF THE STOCHASTIC FLOW GENERATED BYTHE ONE-DEFAULT MODEL IN ONE DIMENSIONAL CASE