2 papers
math.ST2026
Filtering and Statistical Properties of Unimodal Maps Perturbed by Heteroscedastic Noises
Fabrizio Lillo, Stefano Marmi, Matteo Tanzi +1
We propose a theory of unimodal maps perturbed by an heteroscedastic Markov chain noise and experiencing another heteroscedastic noise due to uncertain observation. We address and…
math.DS2026
Chaos and Synchronization in Financial Leverages Dynamics: Modeling Systemic Risk with Coupled Unimodal Maps
Marco Ioffredi, Stefano Marmi, Matteo Tanzi
Systemic financial risk refers to the simultaneous failure or destabilization of multiple financial institutions, often triggered by contagion mechanisms or common exposures to sho…