%0 Journal Article %1 Asmussen2001 %A Asmussen, Søren %A Kella, Offer %D 2001 %J Stochastic Processes and their Applications %K Exponential change measure of %N 1 %P 47--55 %T On optional stopping of some exponential martingales for Lévy processes with or without reflection %U http://www.sciencedirect.com/science/article/B6V1B-41TMV6G-4/1/64eb2c01bfb29aa4b6c25f727f9853cb %V 91

@article{Asmussen2001, added-at = {2008-04-22T14:25:45.000+0200}, author = {Asmussen, S{\o}ren and Kella, Offer}, biburl = {https://www.bibsonomy.org/bibtex/2585f5e8a709b470e1f87823ea9215ee4/smicha}, description = {Stochastic Processes and their Applications}, interhash = {65c8cd8505f4427de4fb34cf4b761121}, intrahash = {585f5e8a709b470e1f87823ea9215ee4}, journal = {Stochastic Processes and their Applications}, keywords = {Exponential change measure of}, month = Jan, number = 1, pages = {47--55}, timestamp = {2008-04-22T14:31:20.000+0200}, title = {On optional stopping of some exponential martingales for L{\'e}vy processes with or without reflection}, url = {http://www.sciencedirect.com/science/article/B6V1B-41TMV6G-4/1/64eb2c01bfb29aa4b6c25f727f9853cb}, volume = 91, year = 2001 }