scientific article

zbMath1448.60121MaRDI QIDQ3304883

Fatima Benziadi

Publication date: 3 August 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

diffeomorphismcredit riskstochastic flowstochastic differential geometry

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

Related Items (1)

On the stochastic flow generated by the one default model in one-dimensional case

Cites Work

• Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
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