Some results on boundary hitting times for one-dimensional diffusion processes

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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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Bibliographic Details
Main Author:	Shortland, Christopher Francis
Format:	Thesis (University of Nottingham only)
Language:	English
Published:	1993
Online Access:	https://eprints.nottingham.ac.uk/11465/

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