Description Usage Format Examples
Simulated trajectory of a scalar jump diffusion with Normal distributed jumps ariving with stochastic intensity.
The dynamics of the process is given by the jump SDE:
1 | data("JSDEsim1")
|
A data frame with 251 observations on the following 2 variables.
Xt
Observed trajectory.
time
Time index for the observed trajectory
contains_jump
Indicator variable to indicate if a given transition contains a jump (ignore the first value).
1 |
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