Stochastic Analysis Group

Random loops: natural evolution for loops in a manifold

Two independent realizations of the 2d stochastic Euler equation (Dr Wei Pan, Imperial College London)

Brownian motion on a Genus 2 surface (Dr John Armstrong, KCL)

Volume distribution immediately one millisecond after a price change for YAHOO

The Tetris model: an example of growth model conjectured to belong to the KPZ universality class

Emergence of peakons and anti-peakons for the solution of the Camassa-Holm equation with stochastic transport (Dr Igor Shevchenko, Imperial College London)

Growth processes: simulations of the Eden model, ballistic deposition and TASEP highlighting their small-scale differences and large-scale similarities

Local variance generated from the SSVI parameterisation