194 citations · 1.8k across the 50 of their papers we have counts for
Showing 2006 · cond-mat.stat-mechShow all
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cond-mat.stat-mech2006★ 104 cited
Mean Escape Time in a System with Stochastic Volatility
Giovanni Bonanno, Davide Valenti, Bernardo Spagnolo
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to mod…
cond-mat.stat-mech2006★ 3 cited
Moment equations in a Lotka-Volterra extended system with time correlated noise
D. Valenti, L. Schimansky-Geier, X. Sailer +2
A spatially extended Lotka-Volterra system of two competing species in the presence of two correlated noise sources is analyzed: (i) an external multiplicative time correlated nois…