In mathematics, the scale convolution of two functions
and
, also known as their logarithmic convolution or log-volution1 is defined as the function2

when this quantity exists.
Results
The logarithmic convolution can be related to the ordinary convolution by changing the variable from
to
:2

Define
and
and let
, then

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