On moments of integral exponential functionals of additive processes.

For real-valued additive process $(X\_t)\_{t\geq 0}$ a recursive equation is derived for the entire positive moments of functionals $$I\_{s,t}= \int \_s^t\exp(-X\_u)du, \quad 0\leq s

Keywords:

• Combinatorics
• Laplace transform
• Pure mathematics
• Kleene's recursion theorem
• Exponent
• Exponential function
• Mathematics

• Correction
• Cite
• Save
• Machine Reading By IdeaReader