English

Functional Equations for the Stochastic Exponential

Probability 2021-12-30 v1

Abstract

We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.

Keywords

Cite

@article{arxiv.2112.14189,
  title  = {Functional Equations for the Stochastic Exponential},
  author = {Beso Chikvinidze and Michael Mania and Revaz Tevzadze},
  journal= {arXiv preprint arXiv:2112.14189},
  year   = {2021}
}

Comments

16 pages

R2 v1 2026-06-24T08:33:46.315Z