JSDEsim2: Simulated Trajectory of a Bivariate Jump Diffusion.

Description Usage Format Examples

Description

Simulated trajectory of a bivariate jump diffusion with Normally distributed jumps . .

The dynamics of the process is given by the jump SDE:

jeqn

Usage

1
data("JSDEsim2")

Format

A data frame with 501 observations on the following 3 variables.

Xt

a numeric vector

Yt

a numeric vector

time

a numeric vector

Examples

1

eta21/DiffusionRjgqd documentation built on May 13, 2017, 8:25 p.m.