# Exponential functionals of Lévy processes

Bertoin, Jean (2005). Exponential functionals of Lévy processes. Probability Surveys, 2:191-212.

## Abstract

This text surveys properties and applications of the exponential functional $int_{0}^{t}exp(-xi_s)ds$ of real-valued Lévy processes $xi=(xi_t, tgeq0)$.

## Abstract

This text surveys properties and applications of the exponential functional $int_{0}^{t}exp(-xi_s)ds$ of real-valued Lévy processes $xi=(xi_t, tgeq0)$.