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The one-default models are widely applied in modeling financial risk and price valuation of financial products such as credit default swap. In this paper, we are interested essentially in the so-called natural model. This model is expressed by a stochastic differential equation called ♮-equation introduced in [5]; this equation displays the evolution of the defaultable market. So, on the same model and with some assumptions, we will try to prove a few properties of the stochastic flow generated by a ♮-equation but in a multidimensional case and with some modifications. This is the main motivation of our research.

Homeomorphic Property of the Stochastic Flow of a Natural Equation in Multi-dimensional Case