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Jump diffusion is a stochastic process that involves jumps and diffusion. It has important applications in magnetic reconnection, coronal mass ejections, condensed matter physics and in option pricing. == In physics == In crystals, atomic diffusion typically consists of jumps between vacant lattice sites. On time and length scales that average over many single jumps, the net motion of the jumping atoms can be described as regular diffusion. Jump diffusion can be studied on a microscopic scale by inelastic neutron scattering and by Mößbauer spectroscopy. Closed expressions for the autocorrelation function have been derived for several jump(-diffusion) models: * Singwi, Sjölander 1960: alternation between oscillatory motion and directed motion * Chudley, Elliott 1961: jumps on a lattice * Sears 1966, 1967: jump diffusion of rotational degrees of freedom * Hall, Ross 1981: jump diffusion within a restricted volume 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「jump diffusion」の詳細全文を読む スポンサード リンク
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