✦ LIBER ✦

Disentangling diffusion from jumps

✍ Scribed by Yacine Aı̈t-Sahalia

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Polymer diffusion disentangled

✍ Calvert, P. D. 📂 Article 📅 1978 🏛 Nature Publishing Group 🌐 English ⚖ 126 KB

Detecting jumps from Lévy jump diffusion

✍ Suzanne S. Lee; Jan Hannig 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 864 KB

Disentangling Sources of Anomalous Diffu

✍ Thiel, Felix; Flegel, Franziska; Sokolov, Igor M. 📂 Article 📅 2013 🏛 The American Physical Society 🌐 English ⚖ 225 KB

Diffusion processes with ultrametric jum

✍ Karwowski, W. 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 622 KB

Crazing by disentanglement: non-diffusiv

✍ T.C.B. McLeish; C.J.G. Plummer; A.M. Donald 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 523 KB

Jump-Diffusion Risk-Sensitive Asset Mana

✍ Davis, Mark; Lleo, Sébastien 📂 Article 📅 2013 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 413 KB