Jump diffusion

Jump diffusion is a stochastic process that involves jumps and diffusion. It is a type of Lévy process.

Source: Wikipedia — Jump diffusion (CC BY-SA 4.0)

Jump diffusion

Jump diffusion is a stochastic process that involves jumps and diffusion. It is a type of Lévy process.

Source: Wikipedia "Jump diffusion" · CC BY-SA 4.0

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