UNLABELLED In a novel 'zigzag motion' display, random dots made alternate long and short jumps, 10 mm downward and 1 mm to the right. The zigs and zags were either at right angles (differing by 90 degrees) or in opposite directions (180 degrees). RESULT The perceived direction of motion varied with the viewing distance or spatial scale. During close-up [or distant] viewing the display appeare...

We study a binary Lennard-Jones system below the glass transition with molecular dynamics simulations. To investigate the dynamics we focus on events (jumps) where a particle escapes the cage formed by its neighbors. Using single particle trajectories we define a jump by comparing for each particle its fluctuations with its changes in average position. We find two kinds of jumps: "reversible ju...

We propose a technique to avoid spurious detection of jumps in high frequency data via an explicit thresholding on available test statistics. We prove that it eliminates asymptotically all spurious jumps. Monte Carlo results show that it performs also well in finite samples. Our empirical investigation of Dow Jones stocks reveals that the spurious detections represent up to 50% of the jumps det...

We study the dynamics of systems with deterministic trajectories randomly forced by instantaneous discontinuous jumps occurring according to two different compound Poisson processes. One process, with constant frequency, causes instantaneous positive random increments, whereas the second process has a state-dependent frequency and describes negative jumps that force the system to restart from z...

Uncertain differential equation with jumps is a type of differential equations driven by both Liu process and the uncertain renewal process. Stability of uncertain differential equation with jumps, playing an important role in uncertain differential equation with jumps, means insensitivity of the state of a system with a small changes in the initial state. This paper focuses on the stability in...

Uncertain differential equation with jumps is a type of differential equation driven by two classes of uncertain processes, namely canonical process and renewal process. Based on uncertain differential equation with jumps, this paper proposes a stock model with jumps for uncertain financial markets. Furthermore, the European call and put option pricing formulas for the stock model are formulate...

the effect of aqueous extract of nepata glomerulosa boiss. aerial parts on morphine withdrawal syndrome was investigated in mice. dependence was induced by subcutaneous injections of morphine for 3 consecutive days. on day 4, morphine was injected 2 h prior to intraperitoneal injection of naloxone. the number of jumps during a 20 min. period after naloxone injection was considered as a measure ...

‎Suppose that $X_{t}$ is a one-dimensional and real-valued L'evy‎ ‎process started from $X_0=0$‎, ‎which ({bf 1}) its nonnegative‎ ‎jumps measure $nu$ satisfying $int_{Bbb‎ ‎R}min{1,x^2}nu(dx)

We uncover significant effects of jump risk on conditional equity premium. Realized volatility due to negative or “bad” (positive or “good”) jumps in stock market prices predicts a rising (falling) near-term equity premium. The forecasting power of signed jump risk measures remains statistically significant even when we control for variance risk premium that Drechsler and Yaron (2011) attribute...