What is the meaning of Jump (Diffusion Process)?

Jump (Diffusion Process) is the phenomenon by which a market experiences a significant departure from a price level. This departure can be either higher or lower. It is thought that these occurrences support "fat tails" assumptions and methodologies. These fat tails alter the statistical expectations of normal curve procedures. The graphical appearance of this occurrence looks as a gap in the data or it chart.

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APABarry Goldsmith. (2010). Jump (Diffusion Process). Retrieved September 20, 2026, from http://smartdefine.org/jump_(diffusion_process)/definitions/1156741
ChicagoBarry Goldsmith. 2010. "Jump (Diffusion Process)" http://smartdefine.org/jump_(diffusion_process)/definitions/1156741 (accessed September 20, 2026).
HarvardBarry Goldsmith 2010, Jump (Diffusion Process), Smart Define, viewed 20 September, 2026, <http://smartdefine.org/jump_(diffusion_process)/definitions/1156741>.
MLABarry Goldsmith. "Jump (Diffusion Process)" 21 October 2010. Web. 20 September 2026. <http://smartdefine.org/jump_(diffusion_process)/definitions/1156741>