## Exponential functionals of Lévy processes (2005)

by
Jean Bertoin
,
Marc Yor

Venue: | Probabilty Surveys |

Citations: | 34 - 4 self |

### BibTeX

@INPROCEEDINGS{Bertoin05exponentialfunctionals,

author = {Jean Bertoin and Marc Yor},

title = {Exponential functionals of Lévy processes},

booktitle = {Probabilty Surveys},

year = {2005},

pages = {191--212}

}

### OpenURL

### Abstract

Abstract: This text surveys properties and applications of the exponential functional ∫ t exp(−ξs)ds of real-valued Lévy processes ξ = (ξt, t ≥ 0). 0