Rousseau, Judith; Donnet, Sophie - Université Paris-Dauphine (Paris IX) - 2015
). In their homogeneous version, the intensity process is a deterministic constant. In their inhomogeneous version, it … depends on time. To allow for an endogenous evolution of the intensity process we consider multiplicative intensity processes … process. As a motivating example, consider the analysis of an electrical network through time. This network is composed of …