# Tag Info

let define $$\text{RP}_t = \sum_{u< t} \frac{dP_u}{P_u}$$ $$\text{RQ}_t =\sum_{u<t} \frac{dP_u}{P_u}$$ $X$ is a mean reverting process so : $$dX = \alpha (\mu - X)dt + \sigma dB$$ where $B$ is a brownian motion meanwhile using your relationship you get : $$X_t = \text{RP}_t - b \text{RQ}_t - a t$$ you use $X$ dynamics with this and you get: ...