Jump diffusion

Uses your system voice; voice and rate in settings.

Snapshot

≈ 1 min read

Names in other languages

No names in other languages are held for this entry yet.

Article bodies are English and are not machine-translated. A name in another language is not a translation of the article.

Jump diffusion is a stochastic process that involves jumps and diffusion. It is a type of Lévy process. It has important applications in magnetic reconnection, coronal mass ejections, condensed matter physics, and pattern theory and computational vision.

Jump diffusion is a stochastic process that involves jumps and diffusion. It is a type of Lévy process. It has important applications in magnetic reconnection, coronal mass ejections, condensed matter physics, and pattern theory and computational vision. ==See also== Jump process, an example of jump diffusion Piecewise-deterministic Markov process (PDMP), an example of jump diffusion and a generalization of the jump process Hybrid system (in the context of dynamical systems), a generalization of jump diffusion Lévy process ==References==

Text derived from https://en.wikipedia.org/w/index.php?oldid=1334895703 under CC BY-SA 4.0; modifications have been made.

Provenance

snapshot enwiki-001334895703 · captured 1769403757.0 · version history

Cite this page as: encyclopegia.org, “Jump diffusion”, snapshot enwiki-001334895703. https://encyclopegia.org/a/jump-diffusion