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Title: Some boundary hitting problems for diffusion processes
Author: Roberts, Gareth Owen
ISNI:       0000 0001 2416 2109
Awarding Body: University of Warwick
Current Institution: University of Warwick
Date of Award: 1988
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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, asymptotic approximations for their distribution functions. Each part has a number of work chapters which are, as far as possible, self-contained and each chapter contains its own introduction and reference section. Thus in this form, the thesis is designed to portray the development of the thesis with time, and it is hoped that this will make understanding easier.
Supervisor: Not available Sponsor: Science and Engineering Research Council
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: QA Mathematics