Stochastic logarithm
id:
stochastic-logarithm-161-14130750
title:
Stochastic logarithm
text:
In stochastic calculus, stochastic logarithm of a semimartingale Y such that Y ≠ 0 and Y − ≠ 0 is the semimartingale X given by d X t = d Y t Y t −, X 0 = 0. In layperson's terms, stochastic logarithm of Y measures the cumulative percentage change in Y.
brand slug:
wiki
category slug:
encyclopedia
description:
Stochastic logarithm
original url:
https://en.wikipedia.org/wiki/Stochastic_logarithm
date created:
2021-12-29T06:37:07Z
date modified:
2024-08-27T07:38:06Z
main entity:
{"identifier":"Q110442605","url":"https://www.wikidata.org/entity/Q110442605"}
image:
fields total:
13
integrity:
15