Exponential functionals of Levy processes

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dc.creatorBertoin, Jean
dc.creatorYor, Marc
dc.date2005-11-10
dc.date.accessioned2026-07-07T06:51:05Z
dc.date.available2026-07-07T06:51:05Z
dc.descriptionThis text surveys properties and applications of the exponential functional $\int_0^t\exp(-ξ_s)ds$ of real-valued Lévy processes $ξ=(ξ_t,t\geq0)$.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0511265
dc.identifierhttp://arxiv.org/abs/math/0511265
dc.identifierProbability Surveys 2005, Vol. 2, 191-212
dc.identifierdoi:10.1214/154957805100000122
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/104870
dc.subjectProbability
dc.subject60 G 51, 60 J 55 (Primary) 60 G 18, 44 A 60 (Secondary)
dc.titleExponential functionals of Levy processes
dc.typetext

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