SIMULATION OF AN INTEGRO-DIFFERENTIAL EQUATION AND APPLICATION IN ESTIMATION OF RUIN PROBABILITY WITH MIXED FRACTIONAL BROWNIAN MOTION

Cai, CH; Xiao, WL

Cai, CH (corresponding author), Shanghai Univ Finance & Econ, Sch Math, Shanghai, Peoples R China.

JOURNAL OF INTEGRAL EQUATIONS AND APPLICATIONS, 2021; 33 (1): 1