Effetti indotti dal rumore in sistemi complessi

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

[automatically translated] Typically, the noise is seen as a disorder that perturbs in a disorderly manner the dynamic behavior of a given physical system. Understanding the role of noise in the dynamics of nonlinear systems, however, is a key aspect in the construction of models of so-called "complex systems". In this article we intend to show that, considering examples from nonlinear stochastic dynamics, noise presence can influence the evolution of a nonlinear physical system in non-intuitive ways. In particular we are presented the following noise-induced phenomena: the stochastic resonance, the resonant activation and the stability increase for noise effect. Also proposed is an exercise in financial markets to be carried out using the phenomenological approach of stochastic models.
Original languageItalian
Title of host publicationAppunti di Econofisica
Pages85-112
Number of pages28
Publication statusPublished - 2008

Publication series

NameScienze Fisiche

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