{
  "id": "math/0511265",
  "version": "v1",
  "published": "2005-11-10T14:31:35.000Z",
  "updated": "2005-11-10T14:31:35.000Z",
  "title": "Exponential functionals of Levy processes",
  "authors": [
    "Jean Bertoin",
    "Marc Yor"
  ],
  "comment": "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)",
  "journal": "Probability Surveys 2005, Vol. 2, 191-212",
  "doi": "10.1214/154957805100000122",
  "categories": [
    "math.PR"
  ],
  "abstract": "This text surveys properties and applications of the exponential functional $\\int_0^t\\exp(-\\xi_s)ds$ of real-valued L\\'evy processes $\\xi=(\\xi_t,t\\geq0)$.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2005-11-10T14:31:35.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "exponential functional",
      "text surveys properties",
      "real-valued levy processes"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math.....11265B"
    }
  }
}