Exponential functionals of Levy processes
Probability
2007-05-23 v1
Abstract
This text surveys properties and applications of the exponential functional of real-valued L\'evy processes .
Keywords
Cite
@article{arxiv.math/0511265,
title = {Exponential functionals of Levy processes},
author = {Jean Bertoin and Marc Yor},
journal= {arXiv preprint arXiv:math/0511265},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/154957805100000122 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)