Stochastic Analysis Group
Welcome to the Stochastic Analysis Group website
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![](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/String--tojpeg_1521801841148_x4.jpg)
Random loops: natural evolution for loops in a manifold
![Two independent realizations of the 2d stochastic Euler equation](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/ctruth_two_particles_t5--tojpeg_1526982866639_x4.jpg)
Two independent realizations of the 2d stochastic Euler equation (Dr Wei Pan, Imperial College London)
![](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/genus2BrownianMotionPlain--t_1520005212913_x2--tojpeg_1527159300136_x4.jpg)
Brownian motion on a Genus 2 surface (Dr John Armstrong, KCL)
![Volume distribution immediately one millisecond after a price change for YAHOO](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/YHOO_HeatMap_1mslatency--tojpeg_1528452322933_x4.jpg)
Volume distribution immediately one millisecond after a price change for YAHOO
![](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/Tetris--tojpeg_1520006718976_x4.jpg)
The Tetris model: an example of growth model conjectured to belong to the KPZ universality class
![](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/fig5--tojpeg_1526983022436_x4.jpg)
Emergence of peakons and anti-peakons for the solution of the Camassa-Holm equation with stochastic transport (Dr Igor Shevchenko, Imperial College London)
![](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/Simulations--tojpeg_1520006647236_x4.jpg)
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](https://pxl-imperialacuk.terminalfour.net/fit-in/959x430/prod01/channel_2/media/migration/research-groups/SSVILocalVar--tojpeg_1528452277851_x4.jpg)
Local variance generated from the SSVI parameterisation