Abstract
We give a review of some fluctuation theory for spectrally negative Lévy processes using for the most part martingale theory. The methodology is based on the techniques found in Kyprianou and Palmowski (2003) which deal with similar issues for a general class of Markov additive processes.
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© 2005 Springer-Verlag Berlin/Heidelberg
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Kyprianou, A.E., Palmowski, Z. (2005). A Martingale Review of some Fluctuation Theory for Spectrally Negative Lévy Processes. In: Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXVIII. Lecture Notes in Mathematics, vol 1857. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31449-3_3
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DOI: https://doi.org/10.1007/978-3-540-31449-3_3
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-23973-4
Online ISBN: 978-3-540-31449-3
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