 Doléans-Dade exponential

ID: doleans-dade-exponential

Codex  0 Created 2026-09-24 Updated 2026-09-24

X

, its Doléans-Dade exponential is

E (X)_{t} = exp (X_{t} - X_{0} - \frac{1}{2} [X]_{t}) .

It solves

d Z_{t} = Z_{t} d X_{t}

with

Z_{0} = 1

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