Offer Kella, Onno J. Boxma. Useful Martingales for Stochastic Storage Processes with Lévy-Type Input. J. Applied Probability, 50(2):439-449, 2013. [doi]
@article{KellaB13,
title = {Useful Martingales for Stochastic Storage Processes with Lévy-Type Input},
author = {Offer Kella and Onno J. Boxma},
year = {2013},
doi = {10.1017/S0021900200013474},
url = {http://dx.doi.org/10.1017/S0021900200013474},
researchr = {https://researchr.org/publication/KellaB13},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {50},
number = {2},
pages = {439-449},
}