Stochastic logarithm (source code)

= Stochastic logarithm
{wiki=Stochastic_logarithm}

The stochastic logarithm is a mathematical concept that arises in the field of stochastic calculus, specifically in the study of stochastic processes. It is used to analyze the logarithmic transformation of stochastic processes, especially when these processes are modeled as continuous-time martingales or processes with some form of randomness, such as Brownian motion. In a more formal sense, the stochastic logarithm refers to the logarithmic transformation applied to stochastic processes, particularly in the context of Itô's calculus.