Stochastic Analysis Group
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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