Some properties of exponential integrals of Levy processes and examples.

@article{Kondo2006,
author = {Kondo, Hitoshi, Maejima, Makoto, Sato, Ken-Iti},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Levy process; selfdecomposability; semi-selfdecomposability; stochastic integral},
language = {eng},
pages = {291-303},
publisher = {University of Washington},
title = {Some properties of exponential integrals of Levy processes and examples.},
url = {http://eudml.org/doc/128415},
volume = {11},
year = {2006},
}

TY - JOUR
AU - Kondo, Hitoshi
AU - Maejima, Makoto
AU - Sato, Ken-Iti
TI - Some properties of exponential integrals of Levy processes and examples.
JO - Electronic Communications in Probability [electronic only]
PY - 2006
PB - University of Washington
VL - 11
SP - 291
EP - 303
LA - eng
KW - Levy process; selfdecomposability; semi-selfdecomposability; stochastic integral
UR - http://eudml.org/doc/128415
ER -