Distribution of Levy driven O-U process

Question

Is there a way to find an analytical expression for

$E\left[\exp\left(-\int_0^T \gamma_s ds\right)\right]$, where

$d\gamma_t=k(\theta-\gamma_t)dt+\sigma dL_t$, and

$L_t$ is a symmetric alpha stable Levy process?

Any help is much appreciated!