随机区间上的随机指数和随机对数--综述
Stochastic Exponentials and Logarithms on Stochastic Intervals -- A Survey
摘要：
在随机区间上定义了半鞅的随机指数，在半鞅第一次连续击中零之前定义了半鞅的随机对数。在（非负）局部上鞅的情况下，这两个随机变换是相互逆的。随机区间上的随机指数的倒数也是随机区间上的随机指数。
英文摘要：
Stochastic exponentials are defined for semimartingales on stochastic intervals, and stochastic logarithms are defined for semimartingales, up to the first time the semimartingale hits zero continuously. In the case of (nonnegative) local supermartingales, these two stochastic transformations are inverse to each other. The reciprocal of a stochastic exponential on a stochastic interval is again a stochastic exponential on a stochastic interval.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
