Logarithmic convolution: Difference between revisions

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In [[mathematics]], the '''scale convolution''' of two [[Function (mathematics)|functions]] <math>s(t)</math> and <math>r(t)</math>, also known as their '''logarithmic convolution''' or '''log-volution'''<ref>{{Cite book|title= An Introduction to Exotic Option Pricing | series = Chapman and Hall/CRC Financial Mathematics Series | author = Peter Buchen | publisher = CRC Press| date = 2012 | ISBN = 9781420091021}}</ref> is defined as the function<ref name=pm>{{Cite web|url=https://planetmath.org/logarithmicconvolution|work=Planet Math| title = logarithmic convolution |date=22 March 2013|access-date=15 September 2024}}</ref>

{{unreferenced |date= October 2010}}

In [[mathematics]], the '''scale convolution''' of two [[Function (mathematics)|functions]] <math>s(t)</math> and <math>r(t)</math>, also known as their '''logarithmic convolution''' is defined as the function

:<math> s *_l r(t) = r *_l s(t) = \int_0^\infty s\left(\frac{t}{a}\right)r(a) \, \frac{da}{a}</math>

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==Results==

The logarithmic convolution can be related to the ordinary [[convolution]] by changing the [[Variable (mathematics)|variable]] from <math>t</math> to <math>v = \log t</math>:<ref name=pm />

: <math>\begin{align}

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:<math> s *_l r(v) = f * g(v) = g * f(v) = r *_l s(v). </math>

==See References also==

* [[Mellin transform]]

==References==

{{Reflist}}

== External Linklinks==

{{PlanetMath attribution|id=5995|title=logarithmic convolution|access-date=12 August 2006}}

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{{Use dmy dates|date=September 2024}}

[[Category:Logarithms]]