4 views

1 Answers

In stochastic calculus, stochastic logarithm of a semimartingale Y {\displaystyle Y} such that Y ≠ 0 {\displaystyle Y\neq 0} and Y − ≠ 0 {\displaystyle Y_{-}\neq 0} is the semimartingale X {\displaystyle X} given by

4 views

Related Questions

What is Stochastic drift?
1 Answers 4 Views
What is Napierian logarithm?
1 Answers 4 Views