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We study the properties of the exponential functional $\int_0^{+ \infty} e^{- X^{\uparrow} (t)}dtX^{\uparrow}$ is a spectrally one-sided L{'e}vy process conditioned to stay positive. In particular, we study finiteness, self-decomposability, existence of finite exponential moments, asymptotic tail at and smoothness of the density.

生成讲解博客的中文版本

生成AI智能校验的中文版本