منابع مشابه
To jump or not to jump: The Bereitschaftspotential required to jump into 192-meter abyss
Self-initiated voluntary acts, such as pressing a button, are preceded by a negative electrical brain potential, the Bereitschaftspotential (BP), that can be recorded over the human scalp using electroencephalography (EEG). Up to now, the BP required to initiate voluntary acts has only been recorded under well-controlled laboratory conditions. It is thus not known if this form of brain activity...
متن کاملJump processes
Although historically models in mathematical finance were based on Brownian motion and thus are models with continuous price paths, jump processes play now a key role across all areas of finance (see e.g. [5]). One reason for this move into a new class of processes is that because of their distributional properties diffusions in many cases cannot provide a realistic picture of empirically obser...
متن کاملEstimation with lossy measurements: jump estimators for jump systems
The problem of discrete time state estimation with lossy measurements is considered. This problem arises, for example, when measurement data is communicated over wireless channels subject to random interference. We describe the loss probabilities with Markov chains and model the joint plant / measurement loss process as a Markovian Jump Linear System. The time-varying Kalman estimator (TVKE) is...
متن کاملJump Intensities, Jump Sizes, and the Relative Stock Price Level
Large stock price movements are modeled as jumps in the stochastic processes of stock prices. In the current literature, the jump intensity is typically specified in models as a function of the current diffusive volatility and past jump intensities, while the jump size is assumed to be independent of the jump intensity. We use a nonparametric jump detection test to identify jumps in several sto...
متن کاملJump locations of jump-diffusion processes with state-dependent rates
We propose a general framework for studying statistics of jump-diffusion systems driven by both Brownian noise (diffusion) and a jump process with state-dependent intensity. Of particular natural interest in many physical systems are the jump locations: the system evaluated at the jump times. As an example, this could be the voltage at which a neuron fires, or the so-called ‘threshold voltage’....
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ژورنال
عنوان ژورنال: The Iowa Review
سال: 2011
ISSN: 0021-065X,2330-0361
DOI: 10.17077/0021-065x.7033