Eyal Neuman is a Lecturer in mathematical finance and a member of the stochastic analysis research group at the Department of Mathematics, Imperial College London. His research interests are in the areas of probability, stochastic processes and mathematical finance. He is mainly working on interacting particle systems, stochastic partial differential equations and market microstructure. Previously he was a Visiting Assistant Professor at the University of Rochester, N.Y. Eyal received his PhD in stochastic processes from the Technion.
This year's program of the stochastic analysis seminar at Imperial College can be found by following this link.
Neumann E, Xinghua Z, 2021, On the Maximal Displacement of Near-critical Branching Random Walks, Probability Theory and Related Fields, ISSN:0178-8051
Neumann E, Mueller C, Lee JJ, Hitting probabilities of a Brownian flow with Radial Drift, Annals of Probability, ISSN:0091-1798
Lehalle C-A, Neuman E, 2019, Incorporating signals into optimal trading, Finance and Stochastics, ISSN:1432-1122
Neuman E, 2018, Pathwise uniqueness of the stochastic heat equation with spatially inhomogeneous white noise, Annals of Probability, Vol:46, ISSN:0091-1798, Pages:3090-3187
Neuman E, Zheng X, 2017, On the maximal displacement of subcritical branching random walks, Probability Theory and Related Fields, Vol:167, ISSN:0178-8051, Pages:1137-1164
Neuman E, Schied A, 2016, Optimal portfolio liquidation in target zone models and catalytic superprocesses, Finance and Stochastics, Vol:20, ISSN:0949-2984, Pages:495-509