Some boundary hitting problems for diffusion processes
The thesis is split into two distinct parts. Part I deals with a stochastic control problem and its application to weak comparison results for solutions to stochastic differential equations, and in part II we look at properties of boundary hitting times for diffusion processes, and in particular, as...
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University of Warwick
1988
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.237500 |