On the range of exponential functionals of Lévy processes

Anita Behme, Alexander Lindner, Makoto Maejima

We characterize the support of the law of the exponential functional ${\int }_0^{\infty }{e}^{-{\xi }_{s-}}d{\eta }_s$ of two one-dimensional independent Lévy processes $\xi$ and $\eta$. Further, we…