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3 matches found
XXXVIII: 03, 16-29, LNM 1857 (2005)
KYPRIANOU, Andreas E.; PALMOWSKI, Zbigniew
A martingale review of some fluctuation theory for spectrally negative Lévy processes

XL: 03, 97-104, LNM 1899 (2007)
KYPRIANOU, Andreas E.; SURYA, Budhi A.
A note on a change of variable formula with local time-space for Lévy processes of bounded variation

XLI: 05, 121-135, LNM 1934 (2008)
KYPRIANOU, Andreas E.; PALMOWSKI, Zbigniew
Fluctuations of spectrally negative Markov additive processes (Theory of Markov processes)
Nature: Original