{"id":"W2924363894","doi":"10.22215/etd/2014-10054","title":"Integrals, Jump-Diffusion Processes and Monte Carlo Simulation","year":2014,"lang":"en","type":"dissertation","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Carleton University","funders":"","keywords":"Jump diffusion; Integrator; Brownian motion; Jump; Statistical physics; Mathematics; Stochastic calculus; Diffusion; Diffusion process; Applied mathematics; Fractional Brownian motion; Calculus (dental); Riemann–Stieltjes integral; Stochastic process; Computer science; Mathematical analysis; Integral equation; Physics; Statistics; Innovation diffusion","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001692766,0.0005032852,0.0007596673,0.0008402293,0.0003953335,0.001704782,0.0006036835,0.001179038,0.004451517],"category_scores_gemma":[0.007335708,0.0003096714,0.0006515883,0.001104114,0.002087489,0.001690602,0.001113355,0.002252122,0.0005119062],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001378138,"about_ca_system_score_gemma":0.001043339,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003101588,"about_ca_topic_score_gemma":0.001784386,"domain_scores_codex":[0.9994323,0.0002579456,0.00003044609,0.00007280411,0.0001657304,0.00004075552],"domain_scores_gemma":[0.9971901,0.002277665,0.0001449529,0.0001174761,0.0001768415,0.00009304375],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001504164,0.0000209725,0.0006950108,0.000092113,0.00003717974,0.00003721009,0.00009824389,0.1469204,0.0002017669,0.8342927,0.002239861,0.01534942],"study_design_scores_gemma":[0.000005938819,0.0000126332,0.00030056,0.00007281728,0.000009909239,0.00002253328,0.00002582536,0.2626266,0.000166806,0.7288928,0.007851423,0.00001229064],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"other","genre_scores_codex":[0.03592266,0.02544932,0.8604936,0.007970896,0.001080982,0.00007935119,0.0002397737,0.0004685353,0.068295],"genre_scores_gemma":[0.7984518,0.02499363,0.1262422,0.001030783,0.001316059,0.0002490836,0.0003524207,0.0003042104,0.04705979],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.004451517,"threshold_uncertainty_score":0.0148918,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02055572916015726,"score_gpt":0.2430984682808698,"score_spread":0.2225427391207125,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}