Some martingales associated to reflected Lévy processes. Nguyen-Ngoc, L. & Yor, M. In Séminaire de Probabilités XXXVIII, volume 1857, of Lecture Notes in Math., pages 42–69. Springer, Berlin, 2005.
bibtex   
@incollection{MR2126966,
	Author = {Nguyen-Ngoc, Laurent and Yor, Marc},
	Booktitle = {S\'eminaire de {P}robabilit\'es {XXXVIII}},
	Date-Added = {2015-05-20 16:57:22 +0000},
	Date-Modified = {2017-10-10 13:44:41 +0000},
	Impreso = {1},
	Mrclass = {60G51 (60G44)},
	Mrnumber = {2126966 (2006a:60081)},
	Mrreviewer = {Thierry Edmond Huillet},
	Pages = {42--69},
	Publisher = {Springer, Berlin},
	Series = {Lecture Notes in Math.},
	Title = {Some martingales associated to reflected {L}\'evy processes},
	Volume = {1857},
	Year = {2005},
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