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- W3172361757 abstract "We consider the numerical solution of one type of integro-differential equation by a probability method based on the fundamental martingale of mixed Gaussian processes. As an application, we try to simulate the estimation of ruin probability with an unknown parameter driven not by the classical Levy process, but by the mixed fractional Brownian motion." @default.
- W3172361757 created "2021-06-22" @default.
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- W3172361757 date "2021-03-01" @default.
- W3172361757 modified "2023-10-18" @default.
- W3172361757 title "Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion" @default.
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- W3172361757 doi "https://doi.org/10.1216/jie.2021.33.1" @default.
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