时间：2019年11月25日(周一) 10:30-11:30
地点：中北校区理科大楼A1714报告厅
题目：Simulation of integro-differential equation and application in estimation ruin probability with mixed fractional Brownian motion
主讲人📶：蔡春浩 上海财经大学 副教授
摘要: In this talk, we present a probability method to the simulation of a type of integro-differential equation, as an application, we will try to detect the ruin probability driven by the mixed fractional Brownian motion.