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Statements

Subject Item
dbr:Doléans-Dade_exponential
dbo:wikiPageWikiLink
dbr:Stochastic_logarithm
Subject Item
dbr:Stochastic_logarithm
rdfs:label
Stochastic logarithm
rdfs:comment
In stochastic calculus, stochastic logarithm of a semimartingale such that and is the semimartingale given by In layperson's terms, stochastic logarithm of measures the cumulative percentage change in .
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dbc:Stochastic_calculus
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69623562
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1089283351
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dbr:Cantor_function dbr:Doléans-Dade_exponential dbr:Natural_logarithm dbr:Complex_number dbr:Girsanov_theorem dbc:Stochastic_calculus
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dbo:abstract
In stochastic calculus, stochastic logarithm of a semimartingale such that and is the semimartingale given by In layperson's terms, stochastic logarithm of measures the cumulative percentage change in .
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wikipedia-en:Stochastic_logarithm?oldid=1089283351&ns=0
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