Bertoin-Yor Moment Determinacy Conjecture
Statement
For an unkilled Levy process drifting to with all positive exponential moments, let and . Bertoin and Yor proved is moment-determinate when has no positive jumps and conjectured that this condition is necessary. The conjecture is settled.
Context
A named 2002 conjecture on exponential functionals of Levy processes, a well-worked corner of probability.
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