Book Chapter

Continuity Theorems in Boundary Crossing Problems for Diffusion Processes

Konstantin A Borovkov, Andrew N Downes, Alexander A Novikov

SPRINGER-VERLAG BERLIN | Published : 2010

DOI: 10.1007/978-3-642-03479-4_17

Related Projects (1)

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BOUNDARY CROSSING ANALYSIS FOR RANDOM PROCESSES WITH APPLICATIONS TO RISK MANAGEMENT

Effective management of environmental, financial and superannuation investment risks is vitally important for Australia. Results of the proj..

Grants

Awarded by ARC Discovery

Awarded by Australian Research Council

Funding Acknowledgements

This research was supported by the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems (MASCOS) and ARC Discovery Grant DP0880693.

Keywords

Social Sciences
Brownian-Motion
Business, Finance
Social Sciences, Mathematical Methods
Densities
Probabilities
Mathematical Methods in Social Sciences
Business & Economics