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20032008
most citedCo-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response

122 citations · 799 across the 28 of their papers we have counts for

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Showing 2005Show all

7 papers · 1 filter

physics.soc-ph2005

Asymptotic regime in N random interacting species

A. Fiasconaro, D. Valenti, B. Spagnolo

The asymptotic regime of a complex ecosystem with \emph{N}random interacting species and in the presence of an external multiplicative noise is analyzed. We find the role of the ex…

cond-mat.stat-mech2005

Nonmonotonic Pattern Formation in Three Species Lotka-Volterra System with Colored Noise

A. Fiasconaro, D. Valenti, B. Spagnolo

A coupled map lattice of generalized Lotka-Volterra equations in the presence of colored multiplicative noise is used to analyze the spatiotemporal evolution of three interacting s…

cond-mat.stat-mech2005

A Simple Noise Model with Memory for Biological Systems

O. Chichigina, D. Valenti, B. Spagnolo

A noise source model, consisting of a pulse sequence at random times with memory, is presented. By varying the memory we can obtain variable randomness of the stochastic process. T…

cond-mat.stat-mech2005

Diffusion in Flashing Periodic Potentials

Bernardo Spagnolo, Alexander Dubkov

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion…

cond-mat.stat-mech2005

Moment Equations for a Spatially Extended System of Two Competing Species

D. Valenti, L. Schimansky-Geier, X. Sailer +1

The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction paramet…

cond-mat.stat-mech2005

Role of Noise in a Market Model with Stochastic Volatility

G. Bonanno, D. Valenti, B. Spagnolo

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We con…