What's the boundary wall on/of a roof called?
I walked over to the boundary wall of the roof, determined to see over the edge.
What word can I use instead of the phrase in bold?
EDIT: When roofs DO have boundary walls, usually a few feet high, what are they called?
A wall on the edge of a roof is referred to as a parapet.
This Wikipedia article contains many examples of parapets.
If the wall protrudes from the roof in an area other than the perimeter of the structure it could be a "firewall" or "firebreak", such as the brick protrusions between units of a townhouse.
If there's a dedicated walkway in front of said 'wall' one could refer to it as a "widow's walk"