# Tag Info

Could it be that your problem is only due to the $t^-$ notation convention? Think of it that way, it is only worth distinguishing $S_{t^-}$ from $S_t$ at a jump time. Elsewhere, knowing that Brownian motion paths are continuous, you'll always have $S_t = S_{t^-}$. Thus you could also write the SDE: \frac {dS_t}{S_{t^-}} = \alpha dt+\sigma dW_t+ ...