Abstract
This text surveys properties and applications of the exponential functional $\int^t_0$exp$(-\xi_s)ds$ of real-valued Lévy processes $\xi = (\xi_t, t \geq 0)$.
Citation
Jean Bertoin. Marc Yor. "Exponential functionals of Lévy processes." Probab. Surveys 2 191 - 212, 2005. https://doi.org/10.1214/154957805100000122
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