Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion

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Publication:2039768

DOI10.1216/jie.2021.33.1zbMath1504.65010arXiv1709.03418OpenAlexW3172361757MaRDI QIDQ2039768

Chunhao Cai, Wei-Lin Xiao

Publication date: 5 July 2021

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.03418




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