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

A.E. Kyprianou, Z.B. Palmowski

Research output: Contribution to journal › Article › Academic › peer-review

Keywords

@article{bc909943ff044eafa2b03a261bba29ae,

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

keywords = "Wiskunde en Informatica (WIIN), Mathematics, Landbouwwetenschappen, Natuurwetenschappen, Wiskunde: algemeen",

author = "A.E. Kyprianou and Z.B. Palmowski",

year = "2004",

language = "Undefined/Unknown",

volume = "38",

pages = "16--29",

journal = "Seminaire de probabilites",

issn = "0720-8766",

}

TY - JOUR

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

AU - Kyprianou, A.E.

AU - Palmowski, Z.B.

PY - 2004

Y1 - 2004

KW - Wiskunde en Informatica (WIIN)

KW - Mathematics

KW - Landbouwwetenschappen

KW - Natuurwetenschappen

KW - Wiskunde: algemeen

M3 - Article

SN - 0720-8766

VL - 38

SP - 16

EP - 29

JO - Seminaire de probabilites

JF - Seminaire de probabilites

ER -