Dynamic contagion in a banking system with births and defaults (Q2292038)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic contagion in a banking system with births and defaults |
scientific article |
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Dynamic contagion in a banking system with births and defaults (English)
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31 January 2020
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default contagion
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mean field limit
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interacting birth-and-death process
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McKean-Vlasov jump-diffusion
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propagation of chaos
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Lyapunov function
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