JSDEsim1

Simulated trajectory of a scalar jump diffusion with Normal distributed jumps ariving with stochastic intensity. The dynamics of the process is given by the jump SDE: JSDEsim1.pngjeqn

datasets

Tools for performing inference and analysis on a class of quadratic jump diffusion processes.

Etienne AD Pienaar

DiffusionRjgqd

Inference and Analysis for Jump Generalized Quadratic Diffusions

JSDEsim1 function

A data frame with 251 observations on the following 2 variables.
 <dl> </dl>

Format


Simulated trajectory of a scalar jump diffusion with Normal distributed jumps ariving with stochastic intensity.



 The dynamics of the process is given by the jump SDE:

 JSDEsim1.pngjeqn




JSDEsim1: Simulated Trajectory of a Scalar Jump Diffusion.

Description

Usage

Arguments

Format

Examples