In this paper, the second order fully discrete difference method for a partial integro-differentialequation is considered.
本文给出了数值求解一类偏积分微分方程的二阶全离散差分格式。
2
The paper considers a risk model with negative risk sum perturbed by diffusion. The integro-differentialequation and the explicit expression for the ruin probability are derived.
引进带干扰负风险和模型。给出该模型的破产概率所满足的积分-微分方程及解析式。
3
At first, we get the integro-differentialequation satisfied by the expected discounted penalty function by using the method of renewal, and hence Laplace transform of it is derived.