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A Representation Theorem on a Filtering Model with First-Passage-Type Stopping Time
Nakashima, Takenobu
415
Information
hazard process of default time
intensity
filtration
Graduate School of Mathematical Sciences, The University of Tokyo
2016-02-25
eng
departmental bulletin paper
http://hdl.handle.net/2261/72178
https://repository.dl.itc.u-tokyo.ac.jp/records/39951
AA11021653
13405705
Journal of mathematical sciences, the University of Tokyo
23
2
529
568
https://repository.dl.itc.u-tokyo.ac.jp/record/39951/files/jms230206.pdf
application/pdf
252.5 kB
2017-06-14