Exponential functionals of Lévy processes

Probability Surveys

Volumn 2, Issue 1, 2005, Pages 191-212

  Bertoin, Jean ^a   Yor, Marc ^a  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

Author keywords

Exponential functional; L vy process; Moment problem; Self similar markov process; Subordinator

Indexed keywords

EID: 31444454079     PISSN: None     EISSN: 15495787     Source Type: Journal    
DOI: 10.1214/154957805100000122     Document Type: Article

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