Before revision: In this paper we study the exponential functionals of the processes X with independent increments , namelyI\_t = \int \_0 ^t\exp(-X \_s )ds, \_, \,\, t\geq 0, and alsoI\_ \infty = \int \_0 ^{\infty}\exp(-X \_s )ds.
After revision: In this paper we study the exponential functionals of the processes X with independent increments , namelyI\_t = \int \_0 ^t\exp(-X \_s )ds, _, \,\, t\geq 0, and alsoI\_ \infty = \int \_0 ^{\infty}\exp(-X \_s )ds.