scientific article; zbMATH DE number 7227217
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Publication:3304883
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- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
- The application of Kolmogorov's theorem in the one-default model
Cited in
(5)- On the stochastic flow generated by the one default model in one-dimensional case
- The application of Kolmogorov's theorem in the one-default model
- On the trajectories of stochastic flow generated by the natural model in multi-dimensional case
- The homeomorphic property of the stochastic flow generated by the one-default model in one dimensional case
- On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions
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