Some martingales associated to reflected lévy processes

Lecture Notes in Mathematics

Volumn 1857, Issue , 2005, Pages 42-69

  Nguyen Ngoc, Laurent ^a   Yor, Marc ^a  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Fluctuation theory; Kella Whitt and Kennedy martingales; L vy processes; Wiener Hopf factorization

Indexed keywords

EID: 85007047597     PISSN: 00758434     EISSN: 16179692     Source Type: Book Series    
DOI: 10.1007/978-3-540-31449-3_5     Document Type: Article

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