Before revision:  We present also the corresponding results for the exponentials of Levy processes, which hold under less restrictive conditions then in \mbox{%DIFAUXCMD \cite{BY}\hspace{0pt}%DIFAUXCMD }  . In particular, we obtain an explicit formula for the moments of I \_t and I\_ \infty , and we precise the exact number of finite moments of I \_ \infty .
After revision:  We present also the corresponding results for the exponentials of Levy processes, which hold under less restrictive conditions then in \mbox{%DIFAUXCMD \cite{BY}\hspace{0pt}%DIFAUXCMD } the paper of Bertoin, Yor (2005) . In particular, we obtain an explicit formula for the moments of I \_t and I\_ \infty , and we precise the exact number of finite moments of I \_ \infty .