Jump-diffusion 1D calibration to Bragg peak
We consider a one-dimensional energy deposition model which incorporates, linear, diffusive and discontinuous energy deposition into an SDE format. We examine the comparison of such models with purely diffusive models and understand the role of the discontinuous energy deposition component in relation to the contribution from the linear and diffusive component by calibrating the model to a real set up and considering the behaviour of its Bragg peak.