Concepedia

Simulation Of Jump Processes

Simulation of Jump Processes is a computational methodology within stochastic process modeling that specifically generates sample paths of discontinuous trajectories governed by jump diffusions or pure jump processes, distinguishing it from continuous-path simulation techniques by incorporating random, abrupt state changes at random or deterministic times.

77

Publications

4K

Citations

164

Authors

108

Institutions

Publications per year

2017–2026

12

Parents

Publications

77

Testing for jumps in a discretely observed process

Yacine Aı̈t-Sahalia, Jean Jacod · The Annals of Statistics · 2009 · 588 citations · Full text

, , +14

Wave-function quantum stochastic differential equations and quantum-jump simulation methods

C. W. Gardiner, A. S. Parkins, P. Zoller · Physical Review A · 1992 · 450 citations

, , +17

A modified next reaction method for simulating chemical systems with time dependent propensities and delays

David F. Anderson · The Journal of Chemical Physics · 2007 · 375 citations · Full text

, , +17

A comprehensive model for human motion simulation and its application to the take-off phase of the long jump

H. Hatze · Journal of Biomechanics · 1981 · 136 citations

, , +17

Testing for Jumps in a Discretely Observed Process

Yacine Aı̈t-Sahalia, Jean Jacod · SSRN Electronic Journal · 2007 · 128 citations · Full text

, , +14

1–5 of 77

Authors

164

  1. SN
    Satya N. Majumdar

    Centre National de la Recherche Scientifique, France

    3 publications · 74 citations

    3

    h-index

  2. GT
    George Tauchen

    Duke University, United States

    2 publications · 102 citations

    2

    h-index

  3. AD
    Angelos Dassios

    London School of Economics and Political Science, United Kingdom

    2 publications · 61 citations

    2

    h-index

  4. YY
    Yu Ye

    Hunan University, China

    2 publications · 33 citations

    2

    h-index

  5. HZ
    Hongbiao Zhao

    London School of Economics and Political Science, United Kingdom

    2 publications · 61 citations

    2

    h-index

1–5 of 164

Institutions

108

  1. Sorbonne Université

    Paris, France

    6 h-index

    9 publications

    918 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    5 h-index

    16 publications

    379 citations

  3. Laboratoire de Physique Théorique et Modèles Statistiques

    Orsay, France

    4 h-index

    8 publications

    220 citations

  4. Columbia University

    New York, United States

    3 h-index

    6 publications

    204 citations

  5. Imperial College London

    London, United Kingdom

    3 h-index

    4 publications

    260 citations

  6. Université Paris-Sud

    Orsay, France

    3 h-index

    7 publications

    192 citations

  7. University of Warwick

    Coventry, United Kingdom

    3 h-index

    7 publications

    212 citations

  8. Stanford University

    Stanford, United States

    3 h-index

    4 publications

    137 citations

1–8 of 108

Venues

  1. The Journal of Chemical Physics

    5 publications · 473 citations

    5

    h-index

  2. SSRN Electronic Journal

    Repository · 4 publications · 202 citations

    4

    h-index

  3. Boundary-Layer Meteorology

    3 publications · 89 citations

    3

    h-index

  4. Stochastic Processes and their Applications

    2 publications · 126 citations

    2

    h-index

  5. The Annals of Applied Probability

    2 publications · 148 citations

    2

    h-index

1–5