Diffusione anomala di polimeri critici e dinamica dei mercati finanziari

Recent results link the occurrence of non-Gaussian diffusion to the physics of polymers near their critical point. Indeed, polymer size fluctuations in the grand canonical ensemble become under critical conditions an important second source of noise which adds to the solvent collisions, responsible for ordinary diffusion processes. The mechanisms underlying this anomalous diffusion for polymers possess strong analogies with those generating financial markets dynamics. Goal of the present thesis is to analyze in details these similarities, possibly providing explanatory paradigms.