A martingale review of some fluctuation theory for spectrally negative Levy processes

Andreas E Kyprianou, Zbigniew Palmowski

Research output: Chapter in Book/Report/Conference proceedingChapter

30 Citations (Scopus)
Original languageEnglish
Title of host publicationSeminaire de Probabilites XXXVIII
Place of PublicationBerlin
PublisherSpringer
Pages16-29
Number of pages14
Volume1857
DOIs
Publication statusPublished - 2005

Publication series

NameLecture Notes in Mathematics
PublisherSpringer

Cite this

Kyprianou, A. E., & Palmowski, Z. (2005). A martingale review of some fluctuation theory for spectrally negative Levy processes. In Seminaire de Probabilites XXXVIII (Vol. 1857, pp. 16-29). (Lecture Notes in Mathematics). Springer. https://doi.org/10.1007/978-3-540-31449-3_3