Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (Q3440865)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach |
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Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach (English)
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29 May 2007
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ruin probability
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fractional Brownian motion
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fractional Ito's calculus
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partial differential equations
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