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

Andreas E Kyprianou, Zbigniew Palmowski

Research output: Chapter or section in a book/report/conference proceeding › Book chapter

41 Citations (SciVal)

Original language	English
Title of host publication	Seminaire de Probabilites XXXVIII
Place of Publication	Berlin
Publisher	Springer
Pages	16-29
Number of pages	14
Volume	1857
DOIs	https://doi.org/10.1007/978-3-540-31449-3_3
Publication status	Published - 2005

Name	Lecture Notes in Mathematics
Publisher	Springer

Access to Document

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title = "A martingale review of some fluctuation theory for spectrally negative Levy processes",

author = "Kyprianou, {Andreas E} and Zbigniew Palmowski",

year = "2005",

doi = "10.1007/978-3-540-31449-3_3",

language = "English",

volume = "1857",

series = "Lecture Notes in Mathematics",

publisher = "Springer",

pages = "16--29",

booktitle = "Seminaire de Probabilites XXXVIII",

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TY - CHAP

T1 - A martingale review of some fluctuation theory for spectrally negative Levy processes

AU - Kyprianou, Andreas E

AU - Palmowski, Zbigniew

PY - 2005

Y1 - 2005

UR - http://dx.doi.org/10.1007/978-3-540-31449-3_3

U2 - 10.1007/978-3-540-31449-3_3

DO - 10.1007/978-3-540-31449-3_3

M3 - Book chapter

VL - 1857

T3 - Lecture Notes in Mathematics

SP - 16

EP - 29

BT - Seminaire de Probabilites XXXVIII

PB - Springer

CY - Berlin

ER -