122 citations · 799 across the 28 of their papers we have counts for
5 papers · 1 filter
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…
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…
Hitting Time Distributions in Financial Markets
Davide Valenti, Bernardo Spagnolo, Giovanni Bonanno
We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been per…
Coexistence of resonant activation and noise enhanced stability in a model of tumor-host interaction: Statistics of extinction times
A. Ochab-Marcinek, A. Fiasconaro, E. Gudowska-Nowak +1
We study a Langevin equation derived from the Michaelis-Menten (MM) phenomenological scheme for catalysis accompanying a spontaneous replication of molecules, which may serve as a…
Co-occurrence of resonant activation and noise-enhanced stability in a model of cancer growth in the presence of immune response
A. Fiasconaro, A. Ochab-Marcinek, B. Spagnolo +1
We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the…