Some results on boundary hitting times for one-dimensional diffusion processes
Boundary hitting times for one-dimensional diffusion processes have applications in a variety of areas of mathematics. Unfortunately, for most choices of diffusions and boundaries, the exact exit distribution is unknown, and an approximation has to be made. The primary requirements of an approximati...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
1993
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| Online Access: | https://eprints.nottingham.ac.uk/11465/ |