Qu'est-ce que « Stochastic exponential » ?

The stochastic exponential of a continuous semimartingale $X$ with $X_0 = 0$ is $\mathcal E(X)_t = \exp(X_t - \tfrac12[X]_t)$, the unique solution of $dZ = Z\,dX$, $Z_0 = 1$.