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Logarithmic convolution

From Wikipedia, the free encyclopedia

In mathematics, the scale convolution of two functions and , also known as their logarithmic convolution or log-volution[1] is defined as the function[2]

when this quantity exists.

Results

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The logarithmic convolution can be related to the ordinary convolution by changing the variable from to :[2]

Define and and let , then

See also

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References

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  1. ^ Peter Buchen (2012). An Introduction to Exotic Option Pricing. Chapman and Hall/CRC Financial Mathematics Series. CRC Press. ISBN 9781420091021.
  2. ^ a b "logarithmic convolution". Planet Math. 22 March 2013. Retrieved 15 September 2024.
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This article incorporates material from logarithmic convolution on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.