A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale

Authors

Peter Kern, Heinrich Heine University, Düsseldorf, GermanyFollow
Christian Müller, Heinrich Heine University, Düsseldorf, GermanyFollow

Recommended Citation

Kern, Peter and Müller, Christian (2022) "A Closed Form Formula for the Stochastic Exponential of a Matrix-Valued Semimartingale," Journal of Stochastic Analysis: Vol. 3: No. 2, Article 3.
DOI: 10.31390/josa.3.2.03
Available at: https://repository.lsu.edu/josa/vol3/iss2/3

DOI

10.31390/josa.3.2.03