We show the convergence of an online stochastic gradient descent estimator to obtain drift parameter a continuous-time jump-diffusion process. The follows path in direction function find minimum, which our case determines estimate unknown parameter. decompose deviation from deterministic into four terms: weak solution non-local Poisson equation, Riemann integral, and covariation term. This deco...

The correlation factor for impurity diffusion by a vacancy-mechanism is a function of the vacancy-jump frequencies in the surroundings of the diffusing atom. Since in Si and Ge the vacancy can act as an acceptor, a long-range Coulomb interaction between donor atoms and vacancies exists. The usual assumption, that only a few vacancy-jump frequencies in the im­ mediate surroundings of the vacancy...

In this paper we explore lattice-based position-jump models of diffusion, and the implications of introducing non-local jumping; particles can jump to a range of nearby boxes rather than only to their nearest neighbours. We begin by deriving conditions for equivalence with traditional local jumping models in the continuum limit. We then generalize a previously postulated implementation of the R...