Concavity and reflected Lévy processes
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Publication:3992301
DOI10.2307/3214806zbMath0760.60069MaRDI QIDQ3992301
Publication date: 13 August 1992
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214806
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
26A51: Convexity of real functions in one variable, generalizations
60J55: Local time and additive functionals
60J99: Markov processes
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