TY - CHAP
T1 - Fluctuations of spectrally negative Markov additive processes
AU - Kyprianou, Andreas E
AU - Palmowski, Zbigniew
PY - 2008
Y1 - 2008
N2 - For spectrally negative Markov Additive Processes (MAPs) we generalize classical fluctuation identities developed in (1964), (1967), (1975), (1976), (1973), (1990) and (1997) which concern one and two sided exit problems for spectrally negative Lévy processes.
AB - For spectrally negative Markov Additive Processes (MAPs) we generalize classical fluctuation identities developed in (1964), (1967), (1975), (1976), (1973), (1990) and (1997) which concern one and two sided exit problems for spectrally negative Lévy processes.
UR - http://dx.doi.org/10.1007/978-3-540-77913-1_5
U2 - 10.1007/978-3-540-77913-1_5
DO - 10.1007/978-3-540-77913-1_5
M3 - Book chapter
VL - 1934
T3 - Lecture Notes in Mathematics
SP - 121
EP - 135
BT - Séminaire de Probabilités XLI
PB - Springer
CY - Berlin
ER -